Peer Reviewed Papers:
- F McGroarty, A Booth, E Gerding, VLR Chinthalapati. (2018) “High-frequency trading strategies, market fragility and price spikes: an agent-based model perspective” Annals of Operations Research pp. 1-28
- Ash Booth, Enrico Gerding and Frank McGroarty. (2015) “Performance-weighted ensembles of random forests for predicting price impact” Quantitative Finance 15 (11), pp. 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
- 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 toolbox 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).