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Matthew Rowley

1 paper hereh-index 3107 citations7 works total

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author position
  • last author1

Across the 1 of 1 paper where every author was matched, so the position is known.

fields
  • q-fin.TR1

identity via Semantic Scholar / OpenAlex

most citedRealtime market microstructure analysis: online Transaction Cost Analysis

1 citations · 1 across the 1 of their papers we have counts for

collaborators

1 paper

q-fin.TR2013★ 1 cited

Realtime market microstructure analysis: online Transaction Cost Analysis

Robert Azencott, Arjun Beri, Yutheeka Gadhyan +3

Motivated by the practical challenge in monitoring the performance of a large number of algorithmic trading orders, this paper provides a methodology that leads to automatic discov…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.