Massil Achab

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Uncovering causality from multivariate Hawkes integrated cumulants
(available as arXiv preprint)
2018-11-22Paper
Uncovering causality from multivariate Hawkes integrated cumulants2018-11-22Paper
Analysis of order book flows using a non-parametric estimation of the branching ratio matrix
Quantitative Finance
2018-11-14Paper


Research outcomes over time


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