Daniel Nehren

Economics, Econometrics and Finance · Social Sciences

2h-index28citations15works0.02yr avg
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Research Topics

Financial Risk and Volatility Modeling(2), Stock Market Forecasting Methods(2), Time Series Analysis and Forecasting(2), Global trade and economics(1), Software Engineering Techniques and Practices(1)

Publications15 total

Univariate Time Series Models
2020· 1 cited
Dynamic Portfolio Management and Trading Strategies
2020
Market Impact Models
2020
Algorithmic Trading and Quantitative Strategies
2020· 11 cited
Statistical Trading Strategies and Back-Testing
2020
Modeling Trade Data
2020
Multivariate Time Series Models
2020
News Analytics: From Market Attention and Sentiment to Trading
2020
Trading Fundamentals
2020
The Research Stack
2020
Advanced Topics
2020
Algorithmic Trading and Quantitative Strategies
2020· 2 cited
Execution Strategies
2020
Dynamic Density Estimation of Market Microstructure Variablesvia Auxiliary Particle Filtering
The Journal of Trading·2012· 1 cited
Ant: The Definitive Guide
CERN Document Server (European Organization for Nuclear Research)·2005· 13 cited

Frequent Co-authors

Raja P. Velu(13), Maxence Hardy(12), Steve Holzner(1), Ben Galbraith(1), David Fellah(1), Jesus Ruiz-Mata(1), Yichen Qin(1), Maxence Hardy(1)