activity
20032013
most citedStock price jumps: news and volume play a minor role

86 citations · 90 across the 6 of their papers we have counts for

collaborators

6 papers

math.NT2013

A curious identity for Bernoulli numbers

Daniel B. Grunberg, Hao Pan, Zhi-Wei Sun

We prove a curious identity for the Bernoulli numbers.

q-fin.ST2008★ 86 cited

Stock price jumps: news and volume play a minor role

Armand Joulin, Augustin Lefevre, Daniel Grunberg +1

In order to understand the origin of stock price jumps, we cross-correlate high-frequency time series of stock returns with different news feeds. We find that neither idiosyncratic…

math.CO2006★ 1 cited

On asymptotics, Stirling numbers, Gamma function and polylogs

Daniel B. Grünberg

We apply the Euler--Maclaurin formula to find the asymptotic expansion of the sums , ~, ~, ~$\sum 1/k^…

hep-th2006

Gromov-Witten Theory and Threshold Corrections

Daniel Grunberg

We present an overview of Gromov-Witten theory and its links with string theory compactifications, focussing on the GW potential as the generating function for topological string a…

hep-th2003★ 3 cited

Integrality of Open Instantons Numbers

Daniel Grunberg

We prove the integrality of the open instanton numbers in two examples of counting holomorphic disks on local Calabi-Yau threefolds: the resolved conifold and the degenerate $ ¶\ti…

hep-th2003

N=4 Characters in Gepner Models, Orbits and Elliptic Genera

Daniel B. Grunberg

We review the properties of characters of the N=4 SCA in the context of a non-linear sigma model on , how they are used to span the orbits, and how the orbits produce topologic…