User profiles for A. Kumiega

Andrew Kumiega

Assistant Professor
Verified email at iit.edu
Cited by 495

Measuring and interpreting organizational culture.

…, M Ward, C Chorba, A Kumiega - The Journal of nursing …, 1990 - europepmc.org
Organizational culture is an abstract, yet potent managerial concept. With roots in several
disciplines, several perspectives and definitions of organizational culture have emerged. One …

Ethics, finance, and automation: A preliminary survey of problems in high frequency trading

M Davis, A Kumiega, B Van Vliet - Science and engineering ethics, 2013 - Springer
All of finance is now automated, most notably high frequency trading. This paper examines
the ethical implications of this fact. As automation is an interdisciplinary endeavor, we argue …

Ethics for automated financial markets

R Cooper, M Davis, A Kumiega, B Van Vliet - Handbook on ethics in …, 2020 - Springer
Financial markets are now ecologies of trading algorithms. In this chapter, we propose
market effectiveness as the ethical goal of automated markets and review the professional, …

Automated finance: The assumptions and behavioral aspects of algorithmic trading

A Kumiega, BE Van Vliet - Journal of Behavioral Finance, 2012 - Taylor & Francis
Automated trading now dominates the financial markets. Yet no philosophy of academic
research into the topic exists. As the growth in automated trading suggests their greater returns …

[BOOK][B] Quality Money Management: process engineering and best practices for systematic trading and investment

A Kumiega, B Van Vliet - 2011 - books.google.com
The financial markets industry is at the same crossroads as the automotive industry in the
late 1970s. Margins are collapsing and customization is rapidly increasing. The automotive …

Trading system capability

A Kumiega, T Neururer, B Van Vliet - Quantitative Finance, 2014 - Taylor & Francis
High-frequency trading (HFT) systems come in different shapes and sizes. They include
stock and option market making systems, as well as other algorithm-driven strategies such as …

Back to the future: Cybernetics for safety, quality and cybersecurity

D Cernauskas, A Kumiega - Quality Management Journal, 2022 - Taylor & Francis
There is a lack of a holistic framework that ensures Industry 4.0 systems include Internet of
Things (IoT) devices and computer systems designed to be fail-safe during cyberattacks. The …

[BOOK][B] Beyond the flash crash: systemic risk, reliability, and high frequency financial markets

A Kumiega, G Sterijevski, B Van Vliet - 2019 - garp.org
Extreme events in financial markets can arise from fundamental information, but they can
also arise from latent hazards embedded in the market design. This is systemic risk and …

Independent component analysis for realized volatility: Analysis of the stock market crash of 2008

A Kumiega, T Neururer, B Van Vliet - The Quarterly Review of Economics …, 2011 - Elsevier
This paper investigates the factors that drove the US equity market returns from 2007 to early
2010. The period was highlighted by volatile energy and commodity prices, the collapse of …

Trading machines: Using SPC to assess performance of financial trading systems

MZ Hassan, A Kumiega, B Van Vliet - Quality Management Journal, 2010 - Taylor & Francis
Traditional quantitative methods used in finance, developed to control market risks accumulated
by human traders, do not incorporate quality control. Finance is moving from manual to …