Simon Clinet

Economics and Econometrics · 2015

A researcher in the Science corpus: 1 paper; trusts 9 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 6 citations into it
• Finance — 6 citations into it
• Applied Mathematics — 5 citations into it

Whom Simon Clinet trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Rama Cont
2. Emmanuel Bacry
3. Sasha Stoikov
4. Iacopo Mastromatteo
5. Frédéric Abergel
6. Jean-François Muzy
7. Daryl J. Daley
8. Sean P. Meyn
9. Szabolcs Mike
10. Jean-Philippe Bouchaud

Papers from Simon Clinet's perspective

Ordered by how strongly the researchers Simon Clinet trusts endorse each paper. Same corpus, a different order for every researcher.

1. How Markets Slowly Digest Changes in Supply and Demand
2. Statistical theory of the continuous double auction
3. A Stochastic Model for Order Book Dynamics
4. Order Book Dynamics in Liquid Markets: Limit Theorems and Diffusion Approximations
5. Hawkes Processes in Finance
6. Ergodicity and scaling limit of a constrained multivariate Hawkes process
7. A Mathematical Approach to Order Book Modelling
8. Markov Chains and Stochastic Stability
9. An Introduction to the Theory of Point Processes
10. Local asymptotic minimax and admissibility in estimation

Their papers

• Statistical inference for ergodic point processes and application to Limit Order Book (2015) — 56 citations