Ash Booth

According to our database, Ash Booth authored at least 4 papers between 2014 and 2019.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2019

High frequency trading strategies, market fragility and price spikes: an agent based model perspective.

Frank McGroarty, Ash Booth, Enrico H. Gerding, Venkata L. Raju Chinthalapati

Ann. Oper. Res., 2019

2016

Automated algorithmic trading: machine learning and agent-based modelling in complex adaptive financial markets.

Ash Booth

PhD thesis, 2016

2014

Automated trading with performance weighted random forests and seasonality.

Ash Booth, Enrico H. Gerding, Frank McGroarty

Expert Syst. Appl., 2014

Predicting equity market price impact with performance weighted ensembles of random forests.

Ash Booth, Enrico H. Gerding, Frank McGroarty

Proceedings of the IEEE Conference on Computational Intelligence for Financial Engineering & Economics, 2014