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researcher

Edward Hoyle

6 papers hereh-index 7277 citations15 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1
  • first author4

Across the 5 of 6 papers where every author was matched, so the position is known.

fields
  • q-fin.GN3
  • math.PR2
  • q-fin.PR1

identity via Semantic Scholar / OpenAlex

activity
20092020
most citedGeneralised Liouville Processes and their Properties

3 citations · 3 across the 4 of their papers we have counts for

collaborators
Showing 2017Show all

1 paper · 1 filter

math.PR2017

Modulated Information Flows in Financial Markets

Edward Hoyle, Andrea Macrina, Levent A. Mengütürk

We model continuous-time information flows generated by a number of information sources that switch on and off at random times. By modulating a multi-dimensional Lévy random bridge…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.