1 citations · 1 across the 2 of their papers we have counts for
3 papers
physics.flu-dyn2023★ 1 cited
Boundary-Bound Reactions: Pattern Formation with and without Hydrodynamics
Aiden Huffman, Henry Shum
We study chemical pattern formation in a fluid between two flat plates and the effect of such patterns on the formation of convective cells. This patterning is made possible by ass…
q-fin.TR2018
General Compound Hawkes Processes in Limit Order Books
Anatoliy Swishchuk, Aiden Huffman
In this paper, we study various new Hawkes processes. Specifically, we construct general compound Hawkes processes and investigate their properties in limit order books. With regar…
q-fin.MF2017
General Compound Hawkes Processes in Limit Order Books
Anatoliy Swishchuk
In this paper, we study various new Hawkes processes, namely, so-called general compound and regime-switching general compound Hawkes processes to model the price processes in the…