Nathalie Oriol

According to our database, Nathalie Oriol authored at least 7 papers between 2016 and 2022.

Collaborative distances:

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

2022

Bids for speed: An empirical study of investment strategy automation in a peer-to-business lending platform.

Eric Darmon, Nathalie Oriol, Alexandra Rufini

Decis. Support Syst., 2022

2020

From the pit to Millions of Bits: Exploring Stock Market Crashes as Socio-Technical Failures through a History-Friendly Agent-based Model.

Lise Arena, Nathalie Oriol, Iryna Veryzhenko

Proceedings of the 28th European Conference on Information Systems, 2020

2018

Fifty-shades of grey: Competition between dark and lit pools in stock exchanges.

Nathalie Oriol, Alexandra Rufini, Dominique Torre

Inf. Econ. Policy, 2018

Lending robots and Human Crowds: Interest rate determination on a Reverse Auction Platform.

Eric Darmon, Nathalie Oriol, Alexandra Rufini

Proceedings of the 26th European Conference on Information Systems: Beyond Digitization, 2018

2017

Time to Slow Down for High-Frequency Trading? Lessons from Artificial Markets.

Iryna Veryzhenko, Lise Arena, Etienne Harb, Nathalie Oriol

Intell. Syst. Account. Finance Manag., 2017

2016

A Reexamination of High Frequency Trading Regulation Effectiveness in an Artificial Market Framework.

Iryna Veryzhenko, Lise Arena, Etienne Harb, Nathalie Oriol

Proceedings of the Trends in Practical Applications of Scalable Multi-Agent Systems, 2016

Post Flash Crash Recovery: An Agent-based Analysis.

Iryna Veryzhenko, Nathalie Oriol

Proceedings of the 8th International Conference on Agents and Artificial Intelligence (ICAART 2016), 2016