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1

Risk and Return in High-Frequency Trading

Baron, Matthew, Brogaard, Jonathan, Hagströmer, Björn, Kirilenko, Andrei

Journal:

Journal of Financial and Quantitative Analysis

Année:

2018

Langue:

english

Fichier:

PDF, 452 KB

english, 2018

2

The Flash Crash: High-Frequency Trading in an Electronic Market

KIRILENKO, ANDREI, KYLE, ALBERT S., SAMADI, MEHRDAD, TUZUN, TUGKAN

Journal:

The Journal of Finance

Année:

2017

Langue:

english

Fichier:

PDF, 429 KB

english, 2017

3

Gaussian process-based algorithmic trading strategy identification

Yang, Steve Y., Qiao, Qifeng, Beling, Peter A., Scherer, William T., Kirilenko, Andrei A.

Journal:

Quantitative Finance

Année:

2015

Langue:

english

Fichier:

PDF, 1.87 MB

english, 2015

4

Genetic programming optimization for a sentiment feedback strength based trading strategy

Yang, Steve Y., Mo, Sheung Yin Kevin, Liu, Anqi, Kirilenko, Andrei A.

Journal:

Année:

2017

Langue:

english

Fichier:

PDF, 2.22 MB

english, 2017

5

Comparative clustering of destination attractions for different origin markets with network and spatial analyses of online reviews

Kirilenko, Andrei P., Stepchenkova, Svetlana O., Hernandez, Juan M.

Journal:

Tourism Management

Année:

2019

Langue:

english

Fichier:

PDF, 1.75 MB

english, 2019

6

Special interest tourism is not so special after all: Big data evidence from the 2017 Great American Solar Eclipse

Ma, Shihan (David), Kirilenko, Andrei P., Stepchenkova, Svetlana

Journal:

Tourism Management

Année:

2020

Langue:

english

Fichier:

PDF, 3.73 MB

english, 2020

7

A model of the optimal selection of crypto assets

Bartolucci, Silvia, Kirilenko, Andrei

Journal:

Royal Society Open Science

Année:

2020

Fichier:

PDF, 1.58 MB

2020

8

Automated topic modeling of tourist reviews: Does the Anna Karenina principle apply?

Kirilenko, Andrei P., Stepchenkova, Svetlana O., Dai, Xiangyi

Journal:

Tourism Management

Année:

2021

Fichier:

PDF, 1.06 MB

2021

9

Moore's Law versus Murphy's Law: Algorithmic Trading and Its Discontents

Andrei A. Kirilenko and Andrew W. Lo

Journal:

Journal of Economic Perspectives

Année:

2013

Langue:

english

Fichier:

PDF, 2.05 MB

english, 2013

10

Climate change and food stress in Russia: what if the market transforms as it did during the past century?

Nikolai Dronin, Andrei Kirilenko

Journal:

Climatic Change

Année:

2008

Langue:

english

Fichier:

PDF, 2.25 MB

english, 2008

11

[IEEE 2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr) - New York City, NY, USA (2012.03.29-2012.03.30)] 2012 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr) - Behavior based learning in identifying High Frequency Trading strategies

Yang, Steve, Paddrik, Mark, Hayes, Roy, Todd, Andrew, Kirilenko, Andrei, Beling, Peter, Scherer, William

Année:

2012

Langue:

english

Fichier:

PDF, 796 KB

english, 2012

12

Assessing National Discourse and Local Governance Framing of Climate Change for Adaptation in the United Kingdom

Romsdahl, Rebecca J., Kirilenko, Andrei, Wood, Robert S., Hultquist, Andy

Journal:

Environmental Communication / A Journal of Nature and Culture

Année:

2017

Langue:

english

Fichier:

PDF, 2.16 MB

english, 2017

13

The Flash Crash: The Impact of High Frequency Trading on an Electronic Market

Kirilenko, Andrei A., Kyle, Albert S., Samadi, Mehrdad, Tuzun, Tugkan

Journal:

SSRN Electronic Journal

Année:

2011

Langue:

english

Fichier:

PDF, 1.24 MB

english, 2011

14

Managing the wicked problem of Devils Lake flooding along the US–Canada border

Kharel, Gehendra, Romsdahl, Rebecca, Kirilenko, Andrei

Journal:

International Journal of Water Resources Development

Année:

2018

Langue:

english

Fichier:

PDF, 1.80 MB

english, 2018

15

Climate change, food stress, and security in Russia

Nikolai Dronin, Andrei Kirilenko

Journal:

Regional Environmental Change

Année:

2011

Langue:

english

Fichier:

PDF, 468 KB

english, 2011

16

Modeling Dynamic Vegetation Response to Rapid Climate Change Using Bioclimatic Classification

Andrei P. Kirilenko, Allen M. Solomon

Journal:

Climatic Change

Année:

1998

Langue:

english

Fichier:

PDF, 2.57 MB

english, 1998

17

How Sharing Information Can Garble Experts' Advice †

Elliott, Matthew, Golub, Benjamin, Kirilenko, Andrei

Journal:

American Economic Review

Année:

2014

Langue:

english

Fichier:

PDF, 539 KB

english, 2014

18

Network approach to tourist segmentation via user generated content

Hernández, Juan M., Kirilenko, Andrei P., Stepchenkova, Svetlana

Journal:

Annals of Tourism Research

Année:

2018

Langue:

english

Fichier:

PDF, 958 KB

english, 2018

19

Climate Change and Tourism in English-Language Newspaper Publications

Ma, Shihan (David), Kirilenko, Andrei P.

Journal:

Journal of Travel Research

Année:

2019

Langue:

english

Fichier:

PDF, 465 KB

english, 2019

20

Experimental investigation of the impact of a destination promotional video with physiological and self-reported measures

Guerrero-Rodríguez, Rafael, Stepchenkova, Svetlana, Kirilenko, Andrei

Journal:

Tourism Management Perspectives

Année:

2020

Langue:

english

Fichier:

PDF, 1.22 MB

english, 2020

21

From measurement scale to sentiment scale: Examining the effect of sensory experiences on online review rating behavior

Mehraliyev, Fuad, Kirilenko, Andrei P., Choi, Youngjoon

Journal:

Tourism Management

Année:

2020

Langue:

english

Fichier:

PDF, 1.38 MB

english, 2020

22

Computer-assisted analysis of public discourse: a case study of the precautionary principle in the US and UK press

Andrei Kirilenko, Svetlana Stepchenkova, Rebecca Romsdahl, Kristine Mattis

Journal:

Quality & Quantity

Année:

2012

Langue:

english

Fichier:

PDF, 387 KB

english, 2012

23

Valuation and Control in Venture Finance

Andrei A. Kirilenko

Journal:

The Journal of Finance

Année:

2001

Langue:

english

Fichier:

PDF, 120 KB

english, 2001

24

A new assessment of climate change impacts on food production shortfalls and water availability in Russia

Joseph Alcamo, Nikolai Dronin, Marcel Endejan, Genady Golubev, Andrei Kirilenko

Journal:

Global Environmental Change

Année:

2007

Langue:

english

Fichier:

PDF, 1.73 MB

english, 2007

25

Trading networks and liquidity provision

Cohen-Cole, Ethan, Kirilenko, Andrei, Patacchini, Eleonora

Journal:

Journal of Financial Economics

Année:

2014

Langue:

english

Fichier:

PDF, 1.11 MB

english, 2014

26

Valuation and Control in Venture Finance

Andrei A. Kirilenko

Journal:

The Journal of Finance

Année:

2001

Langue:

english

Fichier:

PDF, 416 KB

english, 2001

27

Trading networks

Adamic, Lada, Brunetti, Celso, Harris, Jeffrey H., Kirilenko, Andrei

Journal:

The Econometrics Journal

Année:

2017

Langue:

english

Fichier:

PDF, 1.69 MB

english, 2017

28

Influence of charge carriers on corrugation of suspended graphene

Kirilenko, Demid A., Gorodetsky, Andrei, Baidakova, Marina V.

Journal:

Solid State Communications

Année:

2018

Langue:

english

Fichier:

PDF, 1.02 MB

english, 2018

29

Action on climate change requires deliberative framing at local governance level

Romsdahl, Rebecca, Blue, Gwendolyn, Kirilenko, Andrei

Journal:

Climatic Change

Année:

2018

Langue:

english

Fichier:

PDF, 465 KB

english, 2018

30

Risk and Return in High Frequency Trading

Baron, Matthew, Brogaard, Jonathan, Kirilenko, Andrei A.

Journal:

SSRN Electronic Journal

Année:

2014

Langue:

english

Fichier:

PDF, 758 KB

english, 2014

31

Moore's Law vs. Murphy's Law: Algorithmic Trading and Its Discontents

Kirilenko, Andrei A., Lo, Andrew W.

Journal:

SSRN Electronic Journal

Année:

2013

Langue:

english

Fichier:

PDF, 335 KB

english, 2013

32

Automation, Intermediation and the Flash Crash

Kirilenko, Andrei A., Kyle, Albert S., Samadi, Mehrdad, Tuzun, Tugkan

Journal:

SSRN Electronic Journal

Année:

2018

Langue:

english

Fichier:

PDF, 946 KB

english, 2018

33

Online public response to a service failure incident: Implications for crisis communications

Su, Lijuan, Stepchenkova, Svetlana, Kirilenko, Andrei P.

Journal:

Tourism Management

Année:

2019

Langue:

english

Fichier:

PDF, 1.74 MB

english, 2019

34

The Trading Profits of High Frequency Traders

Baron, Matthew, Brogaard, Jonathan, Kirilenko, Andrei A.

Journal:

SSRN Electronic Journal

Année:

2012

Langue:

english

Fichier:

PDF, 869 KB

english, 2012

35

On the formation of Dodd-Frank Act derivatives regulations

Mankad, Shawn, Michailidis, George, Kirilenko, Andrei, Kiss, Hubert Janos

Journal:

Année:

2019

Langue:

english

Fichier:

PDF, 1.20 MB

english, 2019

36

The Influence of Animosity, Ethnocentric Tendencies, and National Attachment on Tourists’ Decision-Making Processes during International Conflicts

Stepchenkova, Svetlana, Dai, Xiangyi, Kirilenko, Andrei P., Su, Lijuan

Journal:

Journal of Travel Research

Année:

2019

Langue:

english

Fichier:

PDF, 361 KB

english, 2019

37

An Internet-based decision support tool for non-industrial private forest landowners

Andrei Kirilenko, Bogdan Chivoiu, Julie Crick, Amy Ross-Davis, Kenli Schaaf, Guofan Shao, Vikas Singhania, Robert Swihart

Journal:

Environmental Modelling & Software

Année:

2007

Langue:

english

Fichier:

PDF, 1.52 MB

english, 2007

38

Benchmarking CVB website performance: Spatial and structural patterns

Svetlana Stepchenkova, Liang Tang, SooCheong (Shawn) Jang, Andrei P. Kirilenko, Alastair M. Morrison

Journal:

Tourism Management

Année:

2010

Langue:

english

Fichier:

PDF, 838 KB

english, 2010

39

Climate change discourse in mass media: application of computer-assisted content analysis

Kirilenko, Andrei P., Stepchenkova, Svetlana O.

Journal:

Journal of Environmental Studies and Sciences

Année:

2012

Langue:

english

Fichier:

PDF, 1.80 MB

english, 2012

40

Simulation of summer-time diurnal bacterial dynamics in the atmospheric surface layer

Bruce Lighthart, Andrei Kirilenko

Journal:

Atmospheric Environment

Année:

1998

Langue:

english

Fichier:

PDF, 149 KB

english, 1998

41

Global model of vegetation migration: incorporation of climatic variability

Andrei P Kirilenko, Nickolay V Belotelov, Boris G Bogatyrev

Journal:

Ecological Modelling

Année:

2000

Langue:

english

Fichier:

PDF, 399 KB

english, 2000

42

On the endogeneity of trading arrangements

Andrei A Kirilenko

Journal:

Journal of Financial Markets

Année:

2000

Langue:

english

Fichier:

PDF, 188 KB

english, 2000

43

Public microblogging on climate change: One year of Twitter worldwide

Kirilenko, Andrei P., Stepchenkova, Svetlana O.

Journal:

Global Environmental Change

Année:

2014

Langue:

english

Fichier:

PDF, 1.62 MB

english, 2014

44

Securities Transaction Taxes and Financial Markets

Karl Habermeier and Andrei A. Kirilenko

Journal:

IMF Economic Review

Année:

2003

Langue:

english

Fichier:

PDF, 439 KB

english, 2003

45

Evaluation of satellite-derived agro-climate variables in the Northern Great Plains of the United States

Lemons, Rebecca, Hewitt, Andrea, Kharel, Gehendra, New, Cherie, Kirilenko, Andrei, Zhang, Xiaodong

Journal:

Geocarto International

Année:

2012

Langue:

english

Fichier:

PDF, 740 KB

english, 2012

46

People as sensors: Mass media and local temperature influence climate change discussion on Twitter

Kirilenko, Andrei P., Molodtsova, Tatiana, Stepchenkova, Svetlana O.

Journal:

Global Environmental Change

Année:

2015

Langue:

english

Fichier:

PDF, 841 KB

english, 2015

47

Significance of surface water in the terrestrial water budget: A case study in the Prairie Coteau using GRACE, GLDAS, Landsat, and groundwater well data

Proulx, Rob A., Knudson, Michael D., Kirilenko, Andrei, VanLooy, Jeffrey A., Zhang, Xiaodong

Journal:

Water Resources Research

Année:

2013

Langue:

english

Fichier:

PDF, 711 KB

english, 2013

48

Fire Drives Transcontinental Variation in Tree Birch Defense against Browsing by Snowshoe Hares

Bryant, John P., Clausen, Thomas P., Swihart, Robert K., Landhäusser, Simon M., Stevens, Michael T., Hawkins, Christopher D. B., Carrière, Suzanne, Kirilenko, Andrei P., Veitch, Alasdair M., Popko, Ri

Journal:

American Naturalist

Année:

2009

Langue:

english

Fichier:

PDF, 954 KB

english, 2009

49

[ACM Press the International Workshop - Snowbird, UT, USA (2014.06.22-2014.06.27)] Proceedings of the International Workshop on Data Science for Macro-Modeling - DSMM'14 - Do U.S. Regulators Listen to the Public? Testing the Regulatory Process with the RegRank Algorithm

Kirilenko, Andrei, Mankad, Shawn, Michailidis, George

Année:

2014

Langue:

english

Fichier:

PDF, 183 KB

english, 2014

50

Weathering the Soviet Countryside: The Impact of Climate and Agricultural Policies on Russian Grain Yields, 1958–2010

Dronin, Nikolai M., Kirilenko, Andrei P.

Journal:

The Soviet and Post-Soviet Review

Année:

2013

Langue:

english

Fichier:

PDF, 499 KB

english, 2013