| Double-Execution Strategies using Path Signatures Á Cartea, IP Arribas, L Sánchez-Betancourt SIAM Journal on Financial Mathematics 13 (4), 1379-1417, 2022 | 43* | 2022 |
| Optimal execution with stochastic delay Á Cartea, L Sánchez-Betancourt Finance and Stochastics 27 (1), 1-47, 2023 | 41 | 2023 |
| Reinforcement Learning for Algorithmic Trading Á Cartea, S Jaimungal, L Sánchez-Betancourt Machine Learning and Data Sciences for Financial Markets: A Guide to …, 2023 | 37* | 2023 |
| Strategic Bonding Curves in Automated Market Makers Á Cartea, F Drissi, L Sánchez-Betancourt, D Siska, L Szpruch Available at SSRN 5018420, 2024 | 33* | 2024 |
| Outlier-robust Kalman filtering through generalised Bayes G Duran-Martin, M Altamirano, AY Shestopaloff, L Sánchez-Betancourt, ... International Conference on Machine Learning, 12138--12171, 2024 | 33 | 2024 |
| Optimal trade execution for Gaussian signals with power-law resilience M Forde, L Sánchez-Betancourt, B Smith Quantitative Finance 22 (3), 585-596, 2022 | 33 | 2022 |
| The shadow price of latency: Improving intraday fill ratios in foreign exchange markets Á Cartea, L Sánchez-Betancourt SIAM Journal on Financial Mathematics 12 (1), 254-294, 2021 | 30 | 2021 |
| Brokers and informed traders: dealing with toxic flow and extracting trading signals Á Cartea, L Sánchez-Betancourt SIAM Journal on Financial Mathematics 16 (2), 243-270, 2025 | 25 | 2025 |
| Latency and Liquidity Risk Á Cartea, S Jaimungal, L Sánchez-Betancourt International Journal of Theoretical and Applied Finance 24 (06n07), 2150035, 2021 | 23 | 2021 |
| A Neural RDE approach for continuous-time non-Markovian stochastic control problems M Hoglund, E Ferrucci, C Hernández, AM Gonzalez, C Salvi, ... ICML Workshop on New Frontiers in Learning, Control, and Dynamical Systems, 2023 | 17 | 2023 |
| A mean field game between informed traders and a broker P Bergault, L Sánchez-Betancourt SIAM Journal on Financial Mathematics 16 (2), 358-388, 2025 | 14 | 2025 |
| Mbt-gym: Reinforcement learning for model-based limit order book trading J Jerome, L Sánchez-Betancourt, R Savani, M Herdegen Proceedings of the Fourth ACM International Conference on AI in Finance, 619-627, 2023 | 13* | 2023 |
| A unifying framework for generalised Bayesian online learning in non-stationary environments G Duran-Martin, L Sánchez-Betancourt, AY Shestopaloff, K Murphy Transactions on Machine Learning Research, 2025 | 12* | 2025 |
| Statistical predictions of trading strategies in electronic markets Á Cartea, SN Cohen, R Graumans, S Labyad, L Sánchez-Betancourt, ... Journal of Financial Econometrics, nbae025, 2024 | 12 | 2024 |
| The Economics of Interest Rate Models in Decentralised Lending Protocols SN Cohen, L Sánchez-Betancourt, L Szpruch Available at SSRN, 2023 | 12 | 2023 |
| Detecting Toxic Flow Á Cartea, G Duran-Martin, L Sánchez-Betancourt Quantitative Finance (forthcoming) arXiv:2312.05827, 2023 | 10 | 2023 |
| Lévy-Ito Models in Finance G Bouzianis, LP Hughston, S Jaimungal, L Sánchez-Betancourt Probability Surveys 18, 132-178, 2021 | 9 | 2021 |
| Market making with exogenous competition R Boyce, M Herdegen, L Sánchez-Betancourt SIAM Journal on Financial Mathematics 16 (2), 692-706, 2025 | 8 | 2025 |
| Equilibrium Reward for Liquidity Providers in Automated Market Makers A Aqsha, P Bergault, L Sánchez-Betancourt arXiv preprint arXiv:2503.22502, 2025 | 7 | 2025 |
| Minimal Kullback–Leibler Divergence for Constrained Lévy–Itô Processes S Jaimungal, SM Pesenti, L Sánchez-Betancourt SIAM Journal on Control and Optimization 62 (2), 982-1005, 2024 | 7 | 2024 |
Álvaro CarteaUniversity of Oxford and Oxford-Man InstituteVerified email at maths.ox.ac.uk
