6 citations · 6 across the 3 of their papers we have counts for
3 papers
q-fin.TR2025
A Modern Paradigm for Algorithmic Trading
James B. Glattfelder, Thomas Houweling, Richard B. Olsen
We introduce a novel framework for developing fully-automated trading model algorithms. Unlike the traditional approach, which is grounded in analytical complexity favored by most…
q-fin.TR2022
Bridging the Gap: Decoding the Intrinsic Nature of Time in Market Data
James B. Glattfelder, Anton Golub
Intrinsic time is an example of an event-based conception of time, used to analyze financial time series. Here, for the first time, we reveal the connection between intrinsic time…
cs.SI2019★ 6 cited
The Bow-Tie Centrality: A Novel Measure for Directed and Weighted Networks with an Intrinsic Node Property
James B Glattfelder
Today, there exist many centrality measures for assessing the importance of nodes in a network as a function of their position and the underlying topology. One class of such measur…