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Irene Aldridge

Cornell University (from arXiv:2604.21672, 2026) · OpenAlex

25 papers in scope · 12 published · 10 on the econ.EM arXiv · 68 citations · h-index 4 (over the papers listed here)

Papers

(13 of 25)

Liquidity Premium and Investment Horizons
working paper2026 · arXiv
Paper profile arXiv arXiv:2607.01377
Liquidity-Based Audit of Algorithmic Trading Strategies
working paper2026 · arXiv
Paper profile arXiv arXiv:2606.29018
Evaluating AI Investment Strategies
working paper2026 · arXiv
Paper profile arXiv arXiv:2606.08791
Comparing Market Mechanism Efficiencies
working paper2026 · arXiv
Paper profile arXiv arXiv:2605.31072
Multi-Dimensional Matching in Market Design
working paper2026 · arXiv
Paper profile arXiv arXiv:2605.22865
Regret Equals Covariance: A Closed-Form Characterization for Stochastic Optimization
working paper2026 · arXiv
Paper profile arXiv arXiv:2605.14019
Scaling the Queue: Reinforcement Learning for Equitable Call Classification Capacity in NYC Municipal Complaint Systems
working paper2026 · arXiv
with Ellie Bae, Siddhesh Darak, Nicholas Donat, Akhil Fernando-Bell, Bella Ge, Nicholas Goguen-Compagnoni, Ishita Gupta, Ali Hasan, Pierce Hoenigman, Imran Isa-Dutse, Jiwon Jeong, Tishya Khanna, …
Paper profile arXiv arXiv:2605.06482
Fast Monte-Carlo
working paper2026 · arXiv
Paper profile arXiv arXiv:2605.02085
On-chain Peak Shaving
working paper2026 · arXiv
with Gavhar Annaeva, Leyla Beriker, Zhiheng Cai, Samyak Choudhary, Camila Godoy, Kaicheng Gong, Zitao Huang, Jonah Ji, Hetvi Kharvasiya, Heng Li, Yuxuan Li, Tianchi Ma, …
Paper profile arXiv arXiv:2604.19956
Multi-Dimensional Matching in Market Design
working paper2026 · arXiv
Paper profile arXiv arXiv:2605.22865
Agentic Artificial Intelligence in Finance: A Comprehensive Survey
working paper2025 · arXiv · 2 citations
with Jaehyung An, Riley Burke, Michael Cao, Chin-Wen Chien, Kexin Deng, Rui Deng, Yichen Gao, Olivia Guo, Shaohui He, Zheng Li, George Lin, Weihang Lin, …
Paper profile arXiv arXiv:2604.21672
Fast Monte Carlo
working paper2025 · arXiv
Paper profile arXiv arXiv:2605.02085
Fast TTC Computation
working paper2024 · arXiv
Paper profile arXiv arXiv:2403.15111
Crypto Mining Data: Nature and Inferences
published2023 · The Journal of Financial Data Science · 2 citations
with Daanial Ahmad
The Journal of Financial Data Science
Financial Networks and Portfolio Management
published2023 · The Journal of Portfolio Management · 1 citations
with Gueorgui S. Konstantinov, Hossein B. Kazemi
The Journal of Portfolio Management
The AI Revolution: From Linear Regression to ChatGPT and beyond and How It All Connects to Finance
published2023 · The Journal of Portfolio Management · 13 citations
The Journal of Portfolio Management
Neural Networks in Finance: Design and Performance
published2019 · The Journal of Financial Data Science · 10 citations
with Marco Avellaneda
The Journal of Financial Data Science
Big Data in Portfolio Allocation: A New Approach to Successful Portfolio Optimization
published2019 · The Journal of Financial Data Science · 12 citations · first circulated 2018
The Journal of Financial Data Science
Introduction: What High-Frequency Trading Strategies Can Teach Us About the Markets
published2017 · Practical Applications
Practical Applications
Practical Applications of ETFs, High-Frequency Trading, and Flash Crashes
published2017 · Practical Applications
Practical Applications
ETFs, High-Frequency Trading, and Flash Crashes
published2016 · The Journal of Portfolio Management
The Journal of Portfolio Management
High-Frequency Runs and Flash-Crash Predictability
published2014 · The Journal of Portfolio Management · 18 citations
The Journal of Portfolio Management
Optimal Execution Size in Pro-RataMarkets
published2014 · The Journal of Trading · 3 citations
The Journal of Trading
Can High-Frequency Traders Game Futures?
published2012 · The Journal of Trading · 3 citations
The Journal of Trading
Measuring Accuracy of Trading Strategies
published2009 · The Journal of Trading · 4 citations
The Journal of Trading

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.