SelectedWorks - Robert Kissell

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Robert Kissell

Assistant Professor

Media Contact for Financial Markets, Algorithmic & Electronic Trading, Market Microstructure, FinTech (Financial Technology), and Sports Analytics & Sports Modeling

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About Robert Kissell

Media Contact for Financial Markets, Algorithmic & Electronic Trading, Market Microstructure, FinTech (Financial Technology), and Sports Analytics & Sports Modeling

Present	Assistant Professor, Molloy University ‐ School of Business
Institution Organization Position Type Position Title Time Period to Options Current Position Affiliate my profile with this Institution

Business

Quantitative Analysis, Finance, Algorithmic Trading, Sports Modeling, FinTech, Statistics, Maching Learning, Portfolio Management, Risk Analysis, Financial Modeling, Data Analysis, and Data Science

Articles (4)

COMMENTARY: Beyond the Black Box Revisited: Algorithmic Trading and TCA ...

The Journal of Trading (2018)

In this paper we revisit techniques from “Creating Dynamic Pre-Trade Models: Beyond the Black Box” (Kissell, 2011) which was awarded The Journal ...

Creating Dynamic Pretrade Models: Beyond the Black Box

The Journal of Trading (2018)

We provide a framework for investment managers to create dynamic pretrade models. The approach helps market participants shed light on ...

Machine Learning for Algorithmic Trading and Trade Schedule Optimization

The Journal of Trading (2018)

Robert Kissell and Jungsun Bae

In this paper we present a machine learning technique that can be used in conjunction with multi-period trade schedule optimization ...

Machine Learning for Algorithmic Trading and Trade Schedule Optimization

The Journal of Trading (2018)

Robert Kissell and Jungsun Bae

In this paper we present a machine learning technique that can be used in conjunction with multi-period trade schedule optimization ...

Predictive Sports Analytics Using an Exponential Power Function

Northeast Business and Economics Association (NBEA) 2019 (2019)

This paper introduces a predictive sports analytics model that can be used to i) rank teams, ii) estimate win probability, ...