Patrick James Cusatis

    • 177 Citations
    • 3 h-Index
    19932018
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    Fingerprint Dive into the research topics where Patrick James Cusatis is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

    Intelligent agents Engineering & Materials Science
    Reinforcement learning Engineering & Materials Science
    Futures markets Business & Economics
    Experiments Engineering & Materials Science
    Futures contracts Business & Economics
    Stock market Business & Economics
    Serial correlation Business & Economics
    Spin-offs Business & Economics

    Research Output 1993 2018

    • 177 Citations
    • 3 h-Index
    • 4 Article
    10 Citations (Scopus)

    Trading financial indices with reinforcement learning agents

    Pendharkar, P. C. & Cusatis, P. J., Aug 1 2018, In : Expert Systems with Applications. 103, p. 1-13 13 p.

    Research output: Contribution to journalArticle

    Intelligent agents
    Reinforcement learning
    Experiments
    Financial markets

    Intraday serial correlation and the predictability of returns in the U.S. treasury note futures market

    Cusatis, P. J., Kulkarni, M. & Thomas, M., Dec 1 2009, In : Banking and Finance Review. 1, 1, p. 35-50 16 p.

    Research output: Contribution to journalArticle

    Futures markets
    Predictability
    Serial correlation
    Trading strategies
    Price changes
    3 Citations (Scopus)

    An analysis of the failed municipal bond and note futures contracts

    Cusatis, P. J., Jul 1 2008, In : Journal of Futures Markets. 28, 7, p. 656-679 24 p.

    Research output: Contribution to journalArticle

    Futures contracts
    Municipal bonds
    Hedge
    Futures markets
    Swaps
    164 Citations (Scopus)

    Restructuring through spinoffs. The stock market evidence

    Cusatis, P. J., Miles, J. A. & Woolridge, J. R., Jan 1 1993, In : Journal of Financial Economics. 33, 3, p. 293-311 19 p.

    Research output: Contribution to journalArticle

    Spin-offs
    Stock market
    Spin-off
    Abnormal returns
    Assets