3 citations · 3 across the 2 of their papers we have counts for
2 papers
q-fin.MF2019
To snipe or not to snipe, that is the question! Transitions in sniping behaviour among competing algorithmic traders
Somayeh Kokabisaghi, Eric J Pauwels, Andre B Dorsman
In this paper we extend the investigation into the transition from sure to probabilistic sniping as introduced in Menkveld and Zoican \cite{mz2017}. In that paper, the authors intr…
physics.soc-ph2018★ 3 cited
SVD-based Visualisation and Approximation for Time Series Data in Smart Energy Systems
Abdolrahman Khoshrou, Andre B. Dorsman, Eric. J. Pauwels
Many time series in smart energy systems exhibit two different timescales. On the one hand there are patterns linked to daily human activities. On the other hand, there are relativ…