3 papers
econ.EM2021
A Scalable Inference Method For Large Dynamic Economic Systems
Pratha Khandelwal, Philip Nadler, Rossella Arcucci +2
The nature of available economic data has changed fundamentally in the last decade due to the economy's digitisation. With the prevalence of often black box data-driven machine lea…
q-fin.ST2021
Protecting Retail Investors from Order Book Spoofing using a GRU-based Detection Model
Jean-Noël Tuccella, Philip Nadler, Ovidiu Şerban
Market manipulation is tackled through regulation in traditional markets because of its detrimental effect on market efficiency and many participating financial actors. The recent…
stat.AP2020
An Epidemiological Modelling Approach for Covid19 via Data Assimilation
Philip Nadler, Shuo Wang, Rossella Arcucci +2
The global pandemic of the 2019-nCov requires the evaluation of policy interventions to mitigate future social and economic costs of quarantine measures worldwide. We propose an ep…