Stephen J. Hardiman
European Physical Journal B : Condensed Matter Physics · 2013
A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 2 researchers here, as inferred from the citation graph.
Whom Stephen J. Hardiman trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Stephen J. Hardiman overall
Papers from Stephen J. Hardiman's perspective
Ordered by how strongly the researchers Stephen J. Hardiman trusts endorse each paper. Same corpus, a different order for every researcher.
- Hawkes branching point processes without ancestors (Journal of Applied Probability)
- The New Paradigm for Financial Markets: The Credit Crisis of 2008 and What It Means
- Non-parametric kernel estimation for symmetric Hawkes processes. Application to high frequency financial data
- The Microstructure of the “Flash Crash”: Flow Toxicity, Liquidity Crashes, and the Probability of Informed Trading (Journal of Portfolio Management)
- Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models
- Stochastic Declustering of Space-Time Earthquake Occurrences
- Estimating value-at-risk: a point process approach
- Statistical theory of the continuous double auction
- Self-Exciting Point Process Modeling of Crime
- Multivariate Hawkes processes: an application to financial data (Journal of Applied Probability)
Their papers
- Critical reflexivity in financial markets: a Hawkes process analysis (2013) — 193 citations