When two worlds collide: Using particle physics tools to visualize the limit order book ME Verhulst, P Debie, S Hageboeck, JME Pennings, C Gardebroek, ... Journal of Futures Markets 41 (11), 1715-1734, 2021 | 7 | 2021 |
Unravelling the JPMorgan spoofing case using particle physics visualization methods P Debie, C Gardebroek, S Hageboeck, P van Leeuwen, L Moneta, ... European financial management 29 (1), 288-326, 2023 | 3 | 2023 |
The Analysis of High-Frequency Finance Data using ROOT P Debie, ME Verhulst, JME Pennings, B Tekinerdogan, C Catal, ... Journal of Physics: Conference Series 2438 (1), 012068, 2023 | 1 | 2023 |
A framework for multi-stage ML-based electricity demand forecasting S Demirel, T Alskaif, JME Pennings, ME Verhulst, P Debie, ... 2022 IEEE International Smart Cities Conference (ISC2), 1-7, 2022 | 1 | 2022 |
Measuring Spillover Events on a Millisecond Scale using a High Energy Physics Methodology PMM Debie, JME Pennings, ME Verhulst, B Tekinerdogan, C Catal, ... | | 2023 |
Design and Implementation of a Holistic Agent-Based Financial Simulation Platform of the Futures Commodity Market P Debie, M Verhulst, J Pennings, B Tekinerdogan, C Catal 12th International Conference of the Financial Engineering and Banking Society, 2023 | | 2023 |
A Holistic Agent-Based Financial Simulation Platform of the Futures Commodity Market using Self-Learning Speculative Traders P Debie, M Verhulst, J Pennings, B Tekinerdogan, C Catal Commodity and Energy Markets Association (CEMA) Annual Meeting, 2023 | | 2023 |
Insights from Lob Data on Intraday Liquidity Measures J Franken, S Demirel, JME Pennings, P Debie, M Verhulst Available at SSRN 4279319, 2023 | | 2023 |
Particle physics helps to visualise manipulation in JPMorgan spoofing case ME Verhulst, JME Pennings | | 2022 |
Using and Adapting ROOT for High-frequency Financial Market Data P Debie, A Naumann, M Verhulst, J Pennings, J Rembser, S Demirel, ... ROOT Users Workshop, 2022 | | 2022 |
A framework to measure the impact of limit orders on the quoted price using particle physics tools P Debie, J Pennings, B Tekirnerdogan, C Catal, S Demirel, M Verhulst, ... NCCC-134: Conference on Applied Commodity Price Analysis, Forecasting, and …, 2022 | | 2022 |
Using ROOT to analyse High-Frequency Finance Data P Debie, A Naumann, J Pennings, B Tekinerdogan, C Catal, J Rembser, ... 20th International Workshop on Advanced Computing and Analysis Techniques in …, 2021 | | 2021 |
The Performance of Commodity Futures Markets: Impacts of Volatility, Announcements, Sentiments and Limited Order Book Information ME Verhulst, JME Pennings, C Gardebroek | | 2021 |
The Effect of Price Limits on Liquidity: A Natural Experiment ME Verhulst, JME Pennings, C Gardebroek, PMM Debie, P van Leeuwen, ... | | 2021 |
The Impact of Roll Strategies and Commodity Futures Characteristics on Long-Only Strategies M Verhulst, JME Pennings, AA Trujillo-Barrera, P Prins | | 2019 |
The Effect of Liquidity Shocks on the Resiliency of Agricultural Futures Markets M Verhulst, JME Pennings, AA Trujillo-Barrera | | 2019 |
The Effect of Liquidity Shocks on the Resiliency of Agricultural Futures markets J Pennings, A Trujillo-Barrera, M Verhulst 2019 AAEA (Agricultural & Applied Economics Association) Annual Meeting, 2019 | | 2019 |