Weibing Huang
- Simulating and analyzing order book data: The queue-reactive model
2013/12/02 by Weibing Huang, Charles‐Albert Lehalle, Huang, Weibing +3 · 9 citations
Decision Sciences · Economics, Econometrics and Finance · #Advanced Bandit Algorithms Research #FOS: Economics and business #Financial Markets and Investment Strategies #Statistical Finance (q-fin.ST) #Stock Market Forecasting Methods #Trading and Market Microstructure (q-fin.TR)
- Ergodicity and diffusivity of Markovian order book models: a general framework
2015/05/19 by Weibing Huang, Huang, Weibing, Mathieu Rosenbaum +1 · 2 citations
Business, Management and Accounting · Economics, Econometrics and Finance · #Consumer Market Behavior and Pricing #Economic theories and models #FOS: Economics and business #Statistical Finance (q-fin.ST) #Stochastic processes and financial applications #Trading and Market Microstructure (q-fin.TR)