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The virtue of simplicity: On machine learning models in algorithmic trading

https://doi.org/10.1177/2053951720926558
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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

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The Role of Occam's Razor in Knowledge Discovery
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Science and Statistics
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Distributed Cognition without Distributed Knowing
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Organizational ignorance: an ethnographic study of high-frequency trading
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Material Signals: A Historical Sociology of High-Frequency Trading
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The Extended Mind
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High-frequency trader subjectivity: emotional attachment and discipline in an era of algorithms: Table 1.
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High‐Frequency Trading and the Execution Costs of Institutional Investors
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An Equation and its Worlds
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