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Frank McGroarty
Information about the author Frank McGroarty will soon be added to the site.
Found
2 papers
in total
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Signal Diffusion Mapping: Optimal Forecasting with Time-Varying Lags
2016
We introduce a new methodology for forecasting, which we call signal diffusion...
Ultra-High-Frequency Algorithmic Arbitrage Across International Index Futures
2014
We show that persistent lead–lag relationships spanning mere fractions of a...
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