Mantas Vaitonis

According to our database, Mantas Vaitonis authored at least 6 papers between 2015 and 2018.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of six.

2018

Experimental Comparison of HFT Pair Trading Strategies using Microsecond and Nanosecond Future Commodity Contracts Data.

Mantas Vaitonis, Saulius Masteika

Balt. J. Mod. Comput., 2018

Algorithmic Trading and Machine Learning Based on GPU.

Mantas Vaitonis, Saulius Masteika, Konstantinas Korovkinas

Proceedings of the Symposium for Young Scientists in Technology, 2018

2017

Pairs Trading Using HFT in OMX Baltic Market.

Mantas Vaitonis

Balt. J. Mod. Comput., 2017

Statistical Arbitrage Trading Strategy in Commodity Futures Market with the Use of Nanoseconds Historical Data.

Mantas Vaitonis, Saulius Masteika

Proceedings of the Information and Software Technologies - 23rd International Conference, 2017

2016

Research in High Frequency Trading and Pairs Selection Algorithm with Baltic Region Stocks.

Mantas Vaitonis, Saulius Masteika

Proceedings of the Information and Software Technologies - 22nd International Conference, 2016

2015

Quantitative Research in High Frequency Trading for Natural Gas Futures Market.

Saulius Masteika, Mantas Vaitonis

Proceedings of the Business Information Systems Workshops, 2015