Economics, Econometrics and Finance · Social Sciences
2h-index229citations3works0.02yr avg
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Research Topics
Complex Systems and Time Series Analysis(3), Stock Market Forecasting Methods(2), Financial Markets and Investment Strategies(1), Market Dynamics and Volatility(1), Auction Theory and Applications(1)
Publications3 total
Modelling local order book dynamics in financial markets
Apollo (University of Cambridge)·2007
Expert Systems with Applications·2005· 178 cited
Quantitative Finance·2004· 51 cited
Frequent Co-authors
M. A. H. Dempster(2), Mark P Austin(1), Graham Bates(1), Stacy Williams(1)