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Ben Van Vliet
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Ethics, finance, and automation: A preliminary survey of problems in high frequency trading
M Davis, A Kumiega, B Van Vliet
Science and engineering ethics 19, 851-874, 2013
692013
An alternative model of Metcalfe’s Law for valuing Bitcoin
B Van Vliet
Economics Letters 165, 70-72, 2018
592018
The mysterious ethics of high-frequency trading
R Cooper, M Davis, B Van Vliet
Business Ethics Quarterly 26 (1), 1-22, 2016
532016
Phantom liquidity and high frequency quoting
J Blocher, R Cooper, J Seddon, B Van Vliet
SSRN, 2019
412019
Automated finance: The assumptions and behavioral aspects of algorithmic trading
A Kumiega, BE Van Vliet
Journal of Behavioral Finance 13 (1), 51-55, 2012
412012
Quality Money Management: process engineering and best practices for systematic trading and investment
A Kumiega, B Van Vliet
Academic Press, 2011
322011
Trading system capability
A Kumiega, T Neururer, B Van Vliet
Quantitative Finance 14 (3), 383-392, 2014
222014
How does high-frequency trading affect low-frequency trading?
K Li, R Cooper, B Van Vliet
Journal of Behavioral Finance 19 (2), 235-248, 2018
212018
High-frequency trading and conflict in the financial markets
R Cooper, J Seddon, B Van Vliet
Journal of Information Technology 32 (3), 270-282, 2017
212017
Trading model uncertainty and statistical process control
J Bilson, A Kumiega, B Van Vliet
The Journal of Trading 5 (3), 39-50, 2010
152010
Trading machines: Using SPC to assess performance of financial trading systems
MZ Hassan, A Kumiega, B Van Vliet
Quality Management Journal 17 (2), 42-53, 2010
152010
30-Kaizen: Continuous Improvement
A Kumiega, B Van Vliet
Quality money management Academic Press, Burlington, 271-277, 2008
152008
Building Automated Trading Systems: With an Introduction to Visual C++. NET 2005
B Van Vliet
Elsevier, 2007
152007
Beyond the flash crash: systemic risk, reliability, and high frequency financial markets
A Kumiega, G Sterijevski, B Van Vliet
SSRN, 2019
142019
Multi-scale capability: A better approach to performance measurement for algorithmic trading
R Cooper, M Ong, B Van Vliet
Algorithmic Finance 4 (1-2), 53-68, 2015
142015
Whole distribution statistical process control in high frequency trading
R Cooper, B Van Vliet
Journal of Trading 7 (2), 2012
142012
Independent component analysis for realized volatility: Analysis of the stock market crash of 2008
A Kumiega, T Neururer, B Van Vliet
The Quarterly Review of Economics and Finance 51 (3), 292-302, 2011
142011
Ethics for automated financial markets
R Cooper, M Davis, A Kumiega, B Van Vliet
Handbook on ethics in finance, 1-18, 2020
132020
Capability satisficing in high frequency trading
B Van Vliet
Research in International Business and Finance 42, 509-521, 2017
122017
A software development methodology for research and prototyping in financial markets
A Kumiega, B Van Vliet
arXiv preprint arXiv:0803.0162, 2008
112008
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Articles 1–20