Artificial Intelligence thought leader, entrepreneur, machine learning aficionado
Publications and Talks
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).