50 citations · 119 across the 12 of their papers we have counts for
13 papers
Are There Many Worlds?
Austin Gerig
It is often thought that the existence of other worlds cannot be scientifically verified and therefore should be treated as philosophical speculation. In this article, I describe s…
Simulating the Synchronizing Behavior of High-Frequency Trading in Multiple Markets
Benjamin Myers, Austin Gerig
Nearly one-half of all trades in financial markets are executed by high-speed, autonomous computer programs -- a type of trading often called high-frequency trading (HFT). Although…
A Stochastic Feedback Model for Volatility
Raoul Golan, Austin Gerig
Financial time series exhibit a number of interesting properties that are difficult to explain with simple models. These properties include fat-tails in the distribution of price f…
High-Frequency Trading Synchronizes Prices in Financial Markets
Austin Gerig
High-speed computerized trading, often called "high-frequency trading" (HFT), has increased dramatically in financial markets over the last decade. In the US and Europe, it now acc…
The Doomsday Argument in Many Worlds
Austin Gerig
You and I are highly unlikely to exist in a civilization that has produced only 70 billion people, yet we find ourselves in just such a civilization. Our circumstance, which seems…
How efficiency shapes market impact
J. Doyne Farmer, Austin Gerig, Fabrizio Lillo +1
We develop a theory for the market impact of large trading orders, which we call metaorders because they are typically split into small pieces and executed incrementally. Market im…