Serge Kassibrakis

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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
STATISTICALLY VALIDATED LEAD-LAG NETWORKS AND INVENTORY PREDICTION IN THE FOREIGN EXCHANGE MARKET
Advances in Complex Systems
2024-03-27Paper
The market nanostructure origin of asset price time reversal asymmetry
Quantitative Finance
2021-06-02Paper
Managing inventory with proportional transaction costs
Mathematics and Financial Economics
2020-02-21Paper


Research outcomes over time


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