Academic Work

Publications

Peer-Reviewed

Journal Articles

2018

High-frequency trading strategies, market fragility and price spikes: an agent-based model perspective

F McGroarty, A Booth, E Gerding, VLR Chinthalapati

Annals of Operations Research

2015

Performance-weighted ensembles of random forests for predicting price impact

Ash Booth, Enrico Gerding, Frank McGroarty

Quantitative Finance, 15(11), pp. 1823-1835

2014

Automated trading with performance weighted random forests and seasonality

Ash Booth, Enrico Gerding, Frank McGroarty

Expert Systems with Applications, 41(8), pp. 3651-3661

Conferences

Conference Papers

IEEE CIFEr 2014

Predicting Equity Market Impact with Performance Weighted Ensembles of Random Forests

Ash Booth, Enrico Gerding, Frank McGroarty

2014 IEEE Symposium on Computational Intelligence for Financial Engineering and Economics

Speaking

Academic Talks

2013

Intelligent Execution Adds Value to Fully Automated Trading Strategies

Ash Booth, Enrico Gerding, Frank McGroarty

Forecast Financial Markets Conference, Hanover, Germany

2012

Applying the complexity toolbox to finance and economics

Charlotte Szostek, Ash Booth

Complexity Science and Social Science Conference, Buckinghamshire, UK

2012

Towards understanding the interactions of automated algorithmic trading systems

Ash Booth, Enrico Gerding, Frank McGroarty

Student Conference on Complexity Science, Gloucestershire, UK

2012

Automated algorithmic trading systems

Ash Booth

Dragons Den session, TradeTech, London, UK