◍wovepaper
SearchResearchersInstitutions
Sign in
researcher

A. Macrina

31 papers hereh-index 14658 citations52 works total

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

author position
  • sole author3
  • first author5
  • middle author5
  • last author17

Across the 30 of 31 papers where every author was matched, so the position is known.

fields
  • q-fin.PR11
  • math.PR6
  • q-fin.GN6
  • q-fin.MF4
  • q-fin.RM2
  • gr-qc1

identity via Semantic Scholar / OpenAlex

activity
20072024
most citedDam Rain and Cumulative Gain

57 citations · 96 across the 22 of their papers we have counts for

collaborators
Showing 2017 · math.PRShow all

1 paper · 2 filters

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…

◍wovepaper

Papers, researchers and institutions, woven together.

Explore
  • Search
  • Researchers
  • Institutions
Account
  • Library
  • Chat
Data
  • arXiv.org
  • Semantic Scholar
  • OpenAlex
  • Latest RSS
AboutContactPrivacyDevelopersllms.txtopenapi.json
Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.