Álvaro Cartea
Orcid: 0000-0002-7426-4645
According to our database1,
Álvaro Cartea
authored at least 19 papers
between 2014 and 2024.
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Online presence:
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Bibliography
2024
Decentralized Finance and Automated Market Making: Predictable Loss and Optimal Liquidity Provision.
SIAM J. Financial Math., 2024
Rough Transformers: Lightweight Continuous-Time Sequence Modelling with Path Signatures.
CoRR, 2024
Rough Transformers: Lightweight and Continuous Time Series Modelling through Signature Patching.
Proceedings of the Advances in Neural Information Processing Systems 38: Annual Conference on Neural Information Processing Systems 2024, 2024
2023
SIAM J. Financial Math., December, 2023
Execution and Statistical Arbitrage with Signals in Multiple Automated Market Makers.
Proceedings of the 43rd IEEE International Conference on Distributed Computing Systems, 2023
Proceedings of the 4th ACM International Conference on AI in Finance, 2023
2022
SIAM J. Financial Math., December, 2022
2021
The Shadow Price of Latency: Improving Intraday Fill Ratios in Foreign Exchange Markets.
SIAM J. Financial Math., 2021
2020
2019
SIAM J. Financial Math., 2019
2018
SIAM Rev., 2018
2017
2016
SIAM J. Financial Math., 2016
2014
SIAM J. Financial Math., 2014