28 citations · 28 across the 2 of their papers we have counts for
2 papers
q-fin.ST2026
Real-time identification of the onset of financial rogue waves
Rosie Hayward, Orla Lennon, Fabio Biancalana
Extreme events in financial systems, often captured by indicators such as volatility, remain difficult to identify close to their onset. Volatility shares many statistical properti…
quant-ph2013★ 28 cited
Quantum Backflow States from Eigenstates of the Regularized Current Operator
J. J. Halliwell, E. Gillman, O. Lennon +2
We present an exhaustive class of states with quantum backflow -- the phenomenon in which a state consisting entirely of positive momenta may have negative current and the probabil…