Publications and Talks

Peer Reviewed Papers:

    • Ash Booth, Enrico Gerding and Frank McGroarty. (2014) Performance-weighted ensembles of random forests for predicting price impact” Quantitative Finance  15 (11), 1823-1835
    • Ash Booth, Enrico Gerding and Frank McGroarty. (2014) Automated trading with performance weighted random forests and seasonality” Expert Systems with Applications, 41(8), pp. 3651–3661. doi: j.eswa.2013.12.009
  • Ash Booth, Enrico Gerding, and Frank McGroarty. (2014) “Predicting Equity Mar-ket Impact with Performance Weighted Ensembles of Random Forests” In 2014 IEEE Symposium on Computational Intelligence for Financial Engineering and Economics (CIFEr), pp. 1–8

Talks:

    • Ash Booth, Enrico Gerding and Frank McGroarty. “Intelligent Execution Adds Value to Fully Automated Trading Strategies” Talk at Forecast Financial Markets Conference, Hanover, Germany, 28-1 June (2013).
    • Charlotte Szostek and Ash Booth. “Applying the complexity tool box to finance and economics: Can our knowledge gaps be filled by social scientists?” Talk at Complexity Science and Social Science at the Interface to the Real World Conference, Buckinghamshire, UK 24-25 Sept (2012).
    • Ash Booth, Enrico Gerding and Frank McGroarty. “Towards understanding the interactions of automated algorithmic trading systems” Talk at Student Conference on Complexity Science, Gloucestershire, UK 9-12 Aug (2012).
  • Ash Booth. “Automated algorithmic trading systems” Short talk at Dragons Den session, TradeTech, Excel, London, UK 24-26 April (2012).

Poster Presentations:

  • Ash Booth, Enrico Gerding and Frank McGroarty. “Evolving resilience to leverage based crashes”. Poster at Student Conference on Complexity Science, Winchester, UK 4-7 Aug (2011)

Conferences Attended:

  • Forecasting Financial Markets, Hanover, Germany, 28-1 June (2013).
  • 2nd Student Conference on Complexity Science, Gloucester, UK 9-12 Aug (2012)
  • International Conference on Autonomous Agents and Multi Agent Systems, Valencia, Spain 4-8 June (2012)
  • TradeTech, Excel Centre, London, UK 24-26 (2012)
  • Student Conference on Complexity Science, Winchester, UK 4-7 Aug (2011)

Summer Schools Attended:

  • European Agent Systems Summer School, Valencia, Spain 28 May – 1 June (2012)

 

Selected Presentations: