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researcher

Almut E. D. Veraart

6 papers here

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

author position
  • sole author1
  • middle author1
  • last author4

Across the 6 of 6 papers where every author was matched, so the position is known.

fields
  • stat.ME3
  • math.PR1
  • math.ST1
  • q-fin.CP1
ORCID 0000-0001-8582-3652
same name
  • Almut E. D. Veraart — 17 papers, h 18

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20122022
most citedThe Short-Term Predictability of Returns in Order Book Markets: a Deep Learning Perspective

8 citations · 10 across the 6 of their papers we have counts for

collaborators
Showing 2022 · math.STShow all

1 paper · 2 filters

math.ST2022

Nonparametric estimation of trawl processes: Theory and applications

Orimar Sauri, Almut E. D. Veraart

Trawl processes belong to the class of continuous-time, strictly stationary, infinitely divisible processes; they are defined as Levy bases evaluated over deterministic trawl sets.…

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