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A Markov Model of a Limit Order Book: Thresholds, Recurrence, and Trading Strategies
Presenter
- Frank Kelly
June 25, 2015
IMA
A Simple Algorithm for Sampling Colourings of G(n, d/n) Up to Gibbs Uniqueness Threshold
Presenter
- Charilaos Efthymiou
May 18, 2015
IMA
A Lattice-based Code for Simulation of Hydraulic Fracturing: Logic Overview and Application Examples
Presenter
- Christine Detournay
May 13, 2015
IMA
A Comparison Inequality for Positively Associated Random Variables
Presenter
- Partha Dey
April 29, 2015
IMA
A transfer principle: from periods to isoperiodic foliations
Presenter
- Bertrand Deroin
April 16, 2015
SLMath