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researcher

B. Rémillard

14 papers hereh-index 224.6k citations138 works total

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

author position
  • first author3
  • middle author4
  • last author7

Across the 14 of 14 papers where every author was matched, so the position is known.

fields
  • math.PR4
  • stat.ME3
  • q-fin.MF2
  • q-fin.PR2
  • math.ST1
  • q-fin.CP1

identity via Semantic Scholar / OpenAlex

activity
20102023
most citedCompound Hawkes Processes in Limit Order Books

2 citations · 4 across the 11 of their papers we have counts for

collaborators
Showing 2020Show all

1 paper · 1 filter

q-fin.MF2020★ 1 cited

Multivariate General Compound Point Processes in Limit Order Books

Qi Guo, Bruno Remillard, Anatoliy Swishchuk

In this paper, we focus on a new generalization of multivariate general compound Hawkes process (MGCHP), which we referred to as the multivariate general compound point process (MG…

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