Howison, Sam D.
- Limit Order Books
2010/12/01 by Martin Gould, Mason A. Porter, Gould, Martin D. +9 · 20 citations
Economics, Econometrics and Finance · Decision Sciences · #Financial Markets and Investment Strategies #Auction Theory and Applications #Game Theory and Voting Systems
- Relating modularity maximization and stochastic block models in\n multilayer networks
2018/04/05 by A. Roxana Pamfil, Pamfil, A. Roxana, Sam Howison +5 · 2 citations
Physics and Astronomy · Psychology · #Complex Network Analysis Techniques #Data Analysis #FOS: Computer and information sciences #FOS: Mathematics #FOS: Physical sciences #Mental Health Research Topics #Opinion Dynamics and Social Influence #Physics and Society (physics.soc-ph) #Probability (math.PR) #Social and Information Networks (cs.SI) #Statistics and Probability (physics.data-an)
- Multi-Level Order-Flow Imbalance in a Limit Order Book
2019/07/14 by Xu, Ke, Gould, Martin D., Howison, Sam D. · 1 citation
#FOS: Economics and business #General Finance (q-fin.GN) #Statistical Finance (q-fin.ST) #Trading and Market Microstructure (q-fin.TR)
- Randomness and early termination: what makes a game exciting?
2023/06/12 by Gaoyue Guo, Guo, Gaoyue, Sam Howison +5 · 1 citation
Economics, Econometrics and Finance · #Analysis of PDEs (math.AP) #Economic theories and models #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR) #Stochastic processes and financial applications