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researcher

J. Bleher

4 papers hereh-index 6114 citations16 works total

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

author position
  • first author2
  • middle author1

Across the 3 of 4 papers where every author was matched, so the position is known.

fields
  • q-fin.TR2
  • cs.CY1
  • stat.ME1

identity via Semantic Scholar / OpenAlex

activity
20202026
most citedAI Governance in Higher Education: A course design exploring regulatory, ethical and practical considerations

1 citations · 1 across the 4 of their papers we have counts for

collaborators
Showing 2020Show all

1 paper · 1 filter

q-fin.TR2020

From orders to prices: A stochastic description of the limit order book to forecast intraday returns

Johannes Bleher, Michael Bleher, Thomas Dimpfl

We propose a microscopic model to describe the dynamics of the fundamental events in the limit order book (LOB): order arrivals and cancellations. It is based on an operator algebr…

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