Data-Driven Trade Flow Decomposition for Exchange-Traded Funds and their Constituents

Nicolas Petit, Mihai Cucuringu, Álvaro Cartea. Data-Driven Trade Flow Decomposition for Exchange-Traded Funds and their Constituents. In Proceedings of the 6th ACM International Conference on AI in Finance, ICAIF 2025, Singapore, November 15-18, 2025. pages 569-577, ACM, 2025. [doi]

Abstract

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