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Research Interests


Finance; Econometrics; Behavioural Finance

Recent Publications


Published Papers

Funie, A-I., Grigoras, P., Burovskiy, P., Luk, W. and Salmon, M. Run-time Reconfigurable Acceleration for Genetic Programming Fitness Evaluation in Trading Strategies, (2018) Journal of Signal Processing Systems

Chapter in Book

Funie, A-I., Guo, L., Niu, X., Luk, W. and Salmon, M. Custom Framework for Run-Time Trading Strategies, (2017) in the book: Applied Reconfigurable Computing - Springer International Publishing
Kurek, M., Becker, T., Guo, C., Denholm, S., Funie, A-I., Salmon, M., Todman, T. and Luk, W. Self-aware Hardware Acceleration of Financial Applications on a Heterogeneous Cluster, (2016) in the book: Self-aware Computing Systems: An Engineering Approach - Springer International Publishing
Nolte, I. and Salmon, M. Introduction, (2014) in the book: High frequency trading and limit order book dynamics - Routledge

Edited Books

Nolte, I. and Salmon, M. High frequency trading and limit order book dynamics, (2014) - Routledge

Conference Publication

Funie, A-I., Grigoras, P., Burovskiy, P., Luk, W. and Salmon, M. Reconfigurable acceleration of fitness evaluation in trading strategies, (2015) IEEE 26th International Conference on Application-specific Systems, Architectures and Processors (ASAP), Toronto, ON, Canada
Funie, A-I., Salmon, M. and Luk, W. A Hybrid Genetic-Programming Swarm-Optimisation Approach for Examining the Nature and Stability of High Frequency Trading Strategies, (2014) 13th International Conference on Machine Learning and Applications, IEEE, Detroit, MI, USA

Teaching


F540 - Topics in Applied Asset Management

PhD Students



Advisor

Ondrej Tobek
PhD Title: In Search of Ultimate Liquidity Proxy
Research: Empirical Finance, Asset pricing
Michael Ashby
PhD Title: Do Consumption-based asset pricing models explain mean reversion in stock returns
Research:

Professor Mark Salmon












Senior Teaching Assoicate

Research Group:
Econometrics

Personal Site:
http://sites.google.com/site/markhsalmon/

Contact Details
Email: mhs39@cam.ac.uk
Room: 85
Office Hours: By appointment