35 citations · 48 across the 3 of their papers we have counts for
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q-fin.TR2019★ 2 cited
Intra-day Equity Price Prediction using Deep Learning as a Measure of Market Efficiency
David Byrd, Tucker Hybinette Balch
In finance, the weak form of the Efficient Market Hypothesis asserts that historic stock price and volume data cannot inform predictions of future prices. In this paper we show tha…
q-fin.TR2019★ 11 cited
How to Evaluate Trading Strategies: Single Agent Market Replay or Multiple Agent Interactive Simulation?
Tucker Hybinette Balch, Mahmoud Mahfouz, Joshua Lockhart +2
We show how a multi-agent simulator can support two important but distinct methods for assessing a trading strategy: Market Replay and Interactive Agent-Based Simulation (IABS). Ou…