10 citations · 16 across the 5 of their papers we have counts for
5 papers · 1 filter
Evolving ab initio trading strategies in heterogeneous environments
David Rushing Dewhurst, Yi Li, Alexander Bogdan +1
Securities markets are quintessential complex adaptive systems in which heterogeneous agents compete in an attempt to maximize returns. Species of trading agents are also subject t…
Noncooperative dynamics in election interference
David Rushing Dewhurst, Christopher M. Danforth, Peter Sheridan Dodds
Foreign power interference in domestic elections is an existential threat to societies. Manifested through myriad methods from war to words, such interference is a timely example o…
The shocklet transform: A decomposition method for the identification of local, mechanism-driven dynamics in sociotechnical time series
David Rushing Dewhurst, Thayer Alshaabi, Dilan Kiley +4
We introduce a qualitative, shape-based, timescale-independent time-domain transform used to extract local dynamics from sociotechnical time series---termed the Discrete Shocklet T…
Scaling of inefficiencies in the U.S. equity markets: Evidence from three market indices and more than 2900 securities
John H. Ring, Colin M. Van Oort, David R. Dewhurst +3
Using the most comprehensive, commercially-available dataset of trading activity in U.S. equity markets, we catalog and analyze quote dislocations between the SIP National Best Bid…
Fragmentation and inefficiencies in US equity markets: Evidence from the Dow 30
Brian F. Tivnan, David Rushing Dewhurst, Colin M. Van Oort +8
Using the most comprehensive source of commercially available data on the US National Market System, we analyze all quotes and trades associated with Dow 30 stocks in 2016 from the…