Jeremy Turiel

University College London

Gower Street

London, WC1E 6BT

United Kingdom

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 21,088

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Top 21,088

in Total Papers Downloads

3,101

SSRN CITATIONS

3

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Deep Order Flow Imbalance: Extracting Alpha at Multiple Horizons from the Limit Order Book

Number of pages: 43 Posted: 09 Aug 2021
Petter N. Kolm, Jeremy Turiel and Nicholas Westray
New York University (NYU) - Courant Institute of Mathematical Sciences, University College London and Courant Institute of Mathematical Sciences
Downloads 2,662 (6,336)

Abstract:

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Artificial neural networks, Deep learning, Financial machine learning, High-frequency trading, Limit order books, Market microstructure, Multiple horizons, Order flow, Return predictability

2.

Deep Learning Modeling of the Limit Order Book: A Comparative Perspective

Number of pages: 16 Posted: 15 Dec 2020
Antonio Briola, Jeremy Turiel and Tomaso Aste
University College London, University College London and University College London
Downloads 330 (118,833)

Abstract:

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Artificial Intelligence, Deep Learning, Econophysics, Financial Markets, Market Microstructure

3.

P2P Loan Acceptance and Default Prediction with Artificial Intelligence

Number of pages: 11 Posted: 11 Jul 2019
Jeremy Turiel and Tomaso Aste
University College London and University College London
Downloads 63 (437,055)
Citation 1

Abstract:

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P2P Lending, Artificial Intelligence, Big Data, Default Risk, Financial Automation

4.

Sector Neutral Portfolios: Long Memory Motifs Persistence in Market Structure Dynamics

Number of pages: 14 Posted: 08 Nov 2019
Jeremy Turiel and Tomaso Aste
University College London and University College London
Downloads 46 (503,438)

Abstract:

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Portfolio diversification, Market Structure, Networks, Sector diversification