A. Papanicolaou

Identifiers

• name variant A. Papanicolaou 0.60 · backfill

Papers (3)

1. An Optimal Control Strategy for Execution of Large Stock Orders Using LSTMs q-fin.CP · 2023 · author #1
2. Trading Signals In VIX Futures q-fin.CP · 2021 · author #3
3. Statistical Arbitrage for Multiple Co-Integrated Stocks q-fin.PM · 2019 · author #2

Mentions

• 2301.09705 #1 · arxiv_oai · confidence 0.70 A. Papanicolaou
• 1908.02164 #2 · arxiv_oai · confidence 0.70 A. Papanicolaou
• 2103.02016 #3 · arxiv_oai · confidence 0.70 A. Papanicolaou

Frequent Coauthors

• T. N. Li 2 shared papers
• B. Healy 1 shared papers
• F. Khorrami 1 shared papers
• G. Wang 1 shared papers
• H. Fu 1 shared papers
• M. Avellaneda 1 shared papers
• P. Krishnamurthy 1 shared papers