The algorithm selection problem [Rice 1976] seeks to answer the question: Which algorithm
is likely to perform best for my problem? Recognizing the problem as a learning task in the …

Innovative automated execution strategies like Algorithmic Trading gain significant market
share on electronic market venues worldwide, although their impact on market outcome has …

As more and more classification algorithms continue to be developed, recommending
appropriate algorithms to a given classification problem is increasingly important. This article …

Being equipped with a unique high-frequency dataset that enables us to precisely identify
algorithmic trading (ie computergenerated) activity, we provide strong evidence that …

Technology and innovation have been the driving forces behind financialization across the
globe. One such technological advent, in the pursuit for minimizing the risk and maximizing …

Recommending appropriate algorithms to a classification problem is one of the most
challenging issues in the field of data mining. The existing algorithm recommendation …

Trade execution is concerned with the actual mechanics of buying or selling the desired
amount of a financial instrument. Investors wishing to execute large orders face a tradeoff …

The financial markets thrive on information, as its existence makes them increasingly more
efficient. As new information technology was developed, the exchanges quickly adopted …

Automated trading systems play an increasingly important role in equity markets. The
challenge of trading large order volumes and baskets is often met today with automated …

The manner in which electronic trading is conducted on international financial markets has
dramatically changed in recent decades as more and more stages of the trading process …