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1

Ethics, Finance, and Automation: A Preliminary Survey of Problems in High Frequency Trading

Michael Davis, Andrew Kumiega, Ben Van Vliet

Journal:

Science and Engineering Ethics

Year:

2013

Language:

english

File:

PDF, 314 KB

english, 2013

2

Expected Return in High-Frequency Trading

Cooper, Rick, Vliet, Ben Van

Journal:

The Journal of Trading

Year:

2015

Language:

english

File:

PDF, 463 KB

english, 2015

3

Beyond the Flash Crash: Systemic Risk, Reliability, and High Frequency Financial Markets

Kumiega, Andrew, Sterijevski, Greg, Van Vliet, Ben

Journal:

The Journal of Trading

Year:

2016

Language:

english

File:

PDF, 1.20 MB

english, 2016

4

Independent component analysis for realized volatility: Analysis of the stock market crash of 2008

Andrew Kumiega, Thaddeus Neururer, Ben Van Vliet

Journal:

The Quarterly Review of Economics and Finance

Year:

2011

Language:

english

File:

PDF, 1.15 MB

english, 2011

5

A Practical Real Options Approach to Valuing High-Frequency Trading System R&D Projects

Kumiega, Andrew, Vliet, Ben Van

Journal:

The Journal of Trading

Year:

2013

Language:

english

File:

PDF, 1.16 MB

english, 2013

6

Whole-Distribution Statistical Process Control in High-Frequency Trading

Cooper, Ricky A, Van Vliet, Ben

Journal:

The Journal of Trading

Year:

2012

Language:

english

File:

PDF, 1.75 MB

english, 2012

7

Phantom Liquidity and High-Frequency Quoting

Blocher, Jesse, Cooper, Rick, Seddon, Jonathan, Vliet, Ben Van

Journal:

The Journal of Trading

Year:

2016

Language:

english

File:

PDF, 1.77 MB

english, 2016

8

An Empirical Study of Volatility Spillover Worldwide

Del Castillo Olivares, Antonio Fernandez, Kumiega, Andrew, Sterijevski, Greg, Van Vliet, Ben

Journal:

Year:

2018

Language:

english

File:

PDF, 17.27 MB

english, 2018

9

An Alternative Model of Metcalfe's Law for Valuing Bitcoin

Journal:

SSRN Electronic Journal

Year:

2017

Language:

english

File:

PDF, 465 KB

english, 2017

10

Trading Model Uncertainty and Statistical Process Control

Bilson, John F.O, Kumiega, Andrew, Van Vliet, Ben

Journal:

The Journal of Trading

Year:

2010

Language:

english

File:

PDF, 847 KB

english, 2010

11

Implied ICA: Factor Extraction and Multiasset Derivative Pricing

Kumiega, Andrew, Neururer, Thaddeus, Vliet, Ben Van

Journal:

The Journal of Derivatives

Year:

2012

Language:

english

File:

PDF, 1.48 MB

english, 2012

12

Optimal Trading of ETFs: Spreadsheet Prototypes and Applications to Client-Server Applications

Kumiega, Andrew, Van Vliet, Ben

Journal:

Year:

2008

Language:

english

File:

PDF, 162 KB

english, 2008

13

The Rationale for AT 9000: An ISO 9000-Style Quality Management System Standard for Automated and Algorithmic Trading

Vliet, Ben Van, Cooper, Ricky, Kumiega, Andrew, Northey, Jim

Journal:

The Journal of Trading

Year:

2013

Language:

english

File:

PDF, 251 KB

english, 2013

14

Perspectives on Hedge Fund Herding: A Survey of Analytical Methods

Kumiega, Andrew, Sterijevski, Greg, Vliet, Ben Van

Journal:

Year:

2014

Language:

english

File:

PDF, 23.32 MB

english, 2014

15

The Mysterious Ethics of High-Frequency Trading

Cooper, Ricky, Davis, Michael, Van Vliet, Ben

Journal:

Business Ethics Quarterly

Year:

2016

Language:

english

File:

PDF, 174 KB

english, 2016

16

A BEHAVIOURAL APPROACH TO THE LEAN STARTUP/MINIMUM VIABLE PRODUCT PROCESS: THE CASE OF ALGORITHMIC FINANCIAL SYSTEMS

Journal:

International Journal of Innovation Management

Year:

2019

Language:

english

File:

PDF, 283 KB

english, 2019

17

Multi-scale capability: A better approach to performance measurement for algorithmic trading

Cooper, Ricky, Ong, Michael, Van Vliet, Ben

Journal:

Algorithmic Finance

Year:

2015

File:

PDF, 213 KB

2015

18

Sharpening the penumbra of high energy electron beams with low weight narrow photon beams

Erik W Korevaar, Remco J van Vliet, Evert Woudstra, Ben J.M Heijmen, Henk Huizenga

Journal:

Radiotherapy and Oncology

Year:

1998

Language:

english

File:

PDF, 266 KB

english, 1998

19

Trading system capability

Kumiega, Andrew, Neururer, Thaddeus, Van Vliet, Ben

Journal:

Quantitative Finance

Year:

2014

Language:

english

File:

PDF, 1.02 MB

english, 2014

20

Beyond the Flash Crash: Systemic Risk, Reliability, and High Frequency Financial Markets

Kumiega, Andrew, Sterijevski, Greg, Vliet, Ben Van

Journal:

The Journal of Trading

Year:

2016

Language:

english

File:

PDF, 1.19 MB

english, 2016

21

An alternative model of Metcalfe’s Law for valuing Bitcoin

Journal:

Economics Letters

Year:

2018

Language:

english

File:

PDF, 707 KB

english, 2018

22

Whole Distribution Statistical Process Control in High Frequency Trading

Cooper, Rick, Van Vliet, Ben

Journal:

SSRN Electronic Journal

Year:

2011

Language:

english

File:

PDF, 557 KB

english, 2011

23

FinQL: A Query Language for Big Data in Finance

Mulla, Julian, Van Vliet, Ben

Journal:

SSRN Electronic Journal

Year:

2015

Language:

english

File:

PDF, 1.17 MB

english, 2015

24

Effect of a high-intensity weight-bearing exercise program on radiologic damage progression of the large joints in subgroups of patients with rheumatoid arthritis

Marten Munneke, Zuzana de Jong, Aeilko H. Zwinderman, H. Karel Ronday, Dirkjan van Schaardenburg, Ben A. C. Dijkmans, Herman M. Kroon, Theodora P. M. Vliet Vlieland, Johanna M. W. Hazes

Journal:

Arthritis Care & Research

Year:

2005

Language:

english

File:

PDF, 111 KB

english, 2005

25

ChemInform Abstract: Homogenous cis-Dihydroxylation and Epoxidation of Olefins with High H2O2 Efficiency by Mixed Manganese/Activated Carbonyl Catalyst System.

Jelle Brinksma, Lizette Schmieder, Gerbert van Vliet, Rob Boaron, Ronald Hage, Dirk E. De Vos, Paul L. Alsters, Ben L. Feringa

Journal:

Year:

2002

File:

PDF, 33 KB

2002

26

A contour processing method for fast binary neighbourhood operations

Lucas J. van Vliet, Ben J.H. Verwer

Journal:

Pattern Recognition Letters

Year:

1988

Language:

english

File:

PDF, 708 KB

english, 1988

27

Immediate postoperative radiotherapy in residual nonfunctioning pituitary adenoma: Beneficial effect on local control without additional negative impact on pituitary function and life expectancy

Alfons C.M. van den Bergh, Gerrit van den Berg, Michiel A. Schoorl, Wim J. Sluiter, Anton M. van der Vliet, Eelco W. Hoving, Ben G. Szabó, Johannes A. Langendijk, Bruce H.R. Wolffenbuttel, Robin P.F.

Journal:

International Journal of Radiation Oncology*Biology*Physics

Year:

2007

Language:

english

File:

PDF, 206 KB

english, 2007

28

Discovery of subtle effects in a human intervention trial through multilevel modeling

Carina M. Rubingh, Marjan J. van Erk, Suzan Wopereis, Trinette van Vliet, Elwin R. Verheij, Nicole H.P. Cnubben, Ben van Ommen, Jan van der Greef, Henk F.J. Hendriks, Age K. Smilde

Journal:

Chemometrics and Intelligent Laboratory Systems

Year:

2011

Language:

english

File:

PDF, 816 KB

english, 2011

29

Evaluation of a Single-Isocenter Technique for Axillary Radiotherapy in Breast Cancer

Suzanne van Beek, Katrien De Jaeger, Ben Mijnheer, Corine van Vliet-Vroegindeweij

Journal:

Medical Dosimetry

Year:

2008

Language:

english

File:

PDF, 618 KB

english, 2008

30

Homogeneous cis-dihydroxylation and epoxidation of olefins with high H2O2 efficiency by mixed manganese/activated carbonyl catalyst system

Jelle Brinksma, Lizette Schmieder, Gerbert van Vliet, Rob Boaron, Ronald Hage, Dirk E De Vos, Paul L Alsters, Ben L Feringa

Journal:

Tetrahedron Letters

Year:

2002

Language:

english

File:

PDF, 79 KB

english, 2002

31

Insight in modulation of inflammation in response to diclofenac intervention: a human intervention study

Marjan J van Erk, Suzan Wopereis, Carina Rubingh, Trinette van Vliet, Elwin Verheij, Nicole HP Cnubben, Theresa L Pedersen, John W Newman, Age K Smilde, van der Jan Greef, Henk FJ Hendriks, Ben van Om

Journal:

BMC Medical Genomics

Year:

2010

Language:

english

File:

PDF, 1.49 MB

english, 2010

32

Large-scale extrusion processing and characterization of hybrid nylon-6/SiO2 nanocomposites

Monserrat García, Gerhard van Vliet, Mattijs G. J. ten Cate, Francisco Chávez, Ben Norder, Bart Kooi, Werner E. van Zyl, Henk Verweij, Dave H. A. Blank

Journal:

Polymers for Advanced Technologies

Year:

2004

Language:

english

File:

PDF, 258 KB

english, 2004

33

Long-term follow-up of a high-intensity exercise program in patients with rheumatoid arthritis

Zuzana de Jong, Marten Munneke, Herman M. Kroon, Dirkjan van Schaardenburg, Ben A. C. Dijkmans, Johanna M. W. Hazes, Theodora P. M. Vliet Vlieland

Journal:

Clinical Rheumatology

Year:

2009

Language:

english

File:

PDF, 167 KB

english, 2009

34

Persistent effects of everolimus on strength of experimental wounds in intestine and fascia

Martine C. M. Willems, J. Adam Van Der Vliet, Ben M. De Man, Jeroen A. W. M. Van Der Laak, Roger M. L. M. Lomme, Thijs Hendriks

Journal:

Wound Repair and Regeneration

Year:

2010

Language:

english

File:

PDF, 772 KB

english, 2010

35

Everolimus-induced loss of wound strength can be prevented by a short postoperative delay in its administration

Martine C. M. Willems, Thijs Hendriks, Ben M. de Man, Roger M. L. M. Lomme, J. Adam van der Vliet

Journal:

Wound Repair and Regeneration

Year:

2011

Language:

english

File:

PDF, 802 KB

english, 2011

36

The role of Helicobacter pylori virulence factors in interleukin production by monocytic cells

Ramon de Jonge, Johannes G Kusters, Marieke S Timmer, Verena Gimmel, Ben J Appelmelk, Stefan Bereswill, Arnoud H.M. van Vliet, Stefan G.M. Meuwissen, Manfred Kist, Christina M.J.E. Vandenbroucke-Graul

Journal:

FEMS Microbiology Letters

Year:

2001

Language:

english

File:

PDF, 175 KB

english, 2001

37

Mutations in a new member of the chromodomain gene family cause CHARGE syndrome

Vissers, Lisenka E L M, van Ravenswaaij, Conny M A, Admiraal, Ronald, Hurst, Jane A, de Vries, Bert B A, Janssen, Irene M, van der Vliet, Walter A, Huys, Erik H L P G, de Jong, Pieter J, Hamel, Ben C

Journal:

Nature Genetics

Year:

2004

Language:

english

File:

PDF, 257 KB

english, 2004

38

Antipsychotic drugs classified by their effects on the release of dopamine and noradrenaline in the prefrontal cortex and striatum

Ben H.C. Westerink, Yuki Kawahara, Peter De Boer, Corinne Geels, Jan B. De Vries, Hakan V. Wikström, Annet Van Kalkeren, Bernard Van Vliet, Chris G. Kruse, Steve K. Long

Journal:

European Journal of Pharmacology

Year:

2001

Language:

english

File:

PDF, 401 KB

english, 2001

39

The role of Helicobacter pylori virulence factors in interleukin production by monocytic cells

Ramon de Jonge, Johannes G Kusters, Marieke S Timmer, Verena Gimmel, Ben J Appelmelk, Stefan Bereswill, Arnoud H.M van Vliet, Stefan G.M Meuwissen, Manfred Kist, Christina M.J.E Vandenbroucke-Grauls,

Journal:

FEMS Microbiology Letters

Year:

2001

Language:

english

File:

PDF, 177 KB

english, 2001

40

Intensity-modulated radiotherapy of breast cancer using direct aperture optimization

Bram van Asselen, Marco Schwarz, Corine van Vliet-Vroegindeweij, Joos V. Lebesque, Ben J. Mijnheer, Eugene M.F. Damen

Journal:

Radiotherapy and Oncology

Year:

2006

Language:

english

File:

PDF, 267 KB

english, 2006

41

775: Which findings at the start of the second phase of labor are associated with operative delivery?

Rückert, Mariëtte, Peelen, Myrthe, Vliet, Michelle van, Eikelder, Mieke ten, Desel, Nikki van, Rengerink, Katrien Oude, Mol, Ben Willem, Graaf, Irene de

Journal:

American Journal of Obstetrics and Gynecology

Year:

2013

Language:

english

File:

PDF, 124 KB

english, 2013

42

The cag pathogenicity island in Helicobacter pylori is not essential for interleukin-12 induction in monocytes

Ramon de Jonge, Johannes G. Kusters, Marieke S. Timmer, Ben J. Appelmelk, Verena Gimmel, Stefan Bereswill, Arnoud H. van Vliet, Stefan G. Meuwissen, Manfred Kist, Christina M. Vandenbroucke-Grauls, Er

Journal:

Gastroenterology

Year:

2000

Language:

english

File:

PDF, 179 KB

english, 2000

43

THE USE OF FRACTAL DIMENSION TO QUANTIFY THE EFFECT OF SURFACE ROUGHNESS ON FILM MASS TRANSFER ENHANCEMENT

VLIET, BEN M. VAN, YOUNG, BRUCE D.

Journal:

Chemical Engineering Communications

Year:

1988

Language:

english

File:

PDF, 386 KB

english, 1988

44

Quantifying Cell-to-Cell Variation in Power-Law Rheology

Cai, PingGen, Mizutani, Yusuke, Tsuchiya, Masahiro, Maloney, John M., Fabry, Ben, Van Vliet, Krystyn J., Okajima, Takaharu

Journal:

Biophysical Journal

Year:

2013

Language:

english

File:

PDF, 967 KB

english, 2013

45

Preterm labor: current pharmacotherapy options for tocolysis

van Vliet, Elvira OG, Boormans, Elisabeth M, de Lange, Thomas S, Mol, Ben W, Oudijk, Martijn A

Journal:

Expert Opinion on Pharmacotherapy

Year:

2014

Language:

english

File:

PDF, 250 KB

english, 2014

46

Unconstrained strategies and the variance-kurtosis trade-off

Kumiega, Andrew, Van Vliet, Ben, Xanthopoulos, Apostolos

Journal:

Applied Financial Economics

Year:

2014

Language:

english

File:

PDF, 534 KB

english, 2014

47

PARTLCLE SURFACE ROUGHNESS EFFECTS ON THE INTERFACIAL MASS TRANSFER DYNAMICS OF MICROPOROUS ADSORBENTS

VAN VLIET, BEN M., WEBER, WALTER J.

Journal:

Chemical Engineering Communications

Year:

1988

Language:

english

File:

PDF, 380 KB

english, 1988

48

BINARY AND GREY-VALUE SKELETONS: METRICS AND ALGORITHMS

VERWER, BEN J.H., VAN VLIET, LUCAS J., VERBEEK, PIET W.

Journal:

International Journal of Pattern Recognition and Artificial Intelligence

Year:

1993

Language:

english

File:

PDF, 926 KB

english, 1993

49

Interobserver variability in the diagnosis of circumscribed sebaceous neoplasms of the skin

Harvey, Nathan Tobias, Budgeon, Charley A., Leecy, Tamazin, Beer, Trevor W., Kattampallil, Joseph, Yu, Lawrence, Van Vliet, Christopher, Muirhead, Russell, Sparrow, Susan, Swarbrick, Nicole, Wood, Ben

Journal:

Year:

2013

Language:

english

File:

PDF, 563 KB

english, 2013

50

The Coping with Attention and Memory Complaints Questionnaire (CAMQ): Psychometric evaluation of an instrument in suspected chronic solvent-induced encephalopathy (CSE)

Visser, Ieke, de Boer, Angela G. E. M., Wekking, Elizabeth M., van Vliet, Judith, Van Hout, Moniek S. E., Schmand, Ben, van der Laan, Gert, Schene, Aart H., van Dijk, Frank J. H.

Journal:

Neuropsychological Rehabilitation

Year:

2012

Language:

english

File:

PDF, 131 KB

english, 2012