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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, (2017) Journal of Signal Processing Systems

Chapter in Book

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., Salmon, M. and Luk,W. A hybrid genetic-programming swarm-optimisation approach for examining the nature and stability of high frequency trading strategies, (2014) International Conference on Maching Learning and Applications, Detroit

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












Research Group:
Econometrics

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

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