Kenneth Regan
Department of Computer Science and Engineering
University at Buffalo
Friday, November 16, 2012
Skill Inference and Chess Cheating Detection from Big Data
We describe a statistical…

High Frequency Asymptotics for the Limit Order Book
We study the one-sided limit order book for sell (or buy) orders and model it as a measure-valued process. Limit orders arrive to the book…

The behaviour of any physical system is governed by its dynamical equations. Much of physics is concerned with discovering these dynamical equations and understanding their implications. It is…