Xiaofei Lu

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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
High-dimensional Hawkes processes for limit order books: modelling, empirical analysis and numerical calibration
Quantitative Finance
2018-11-14Paper
Spectral coarse graining of complex clustered networks
Communications in Nonlinear Science and Numerical Simulation
2016-01-25Paper
Computational methods for corpus annotation and analysis2014-02-05Paper


Research outcomes over time


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