2 papers
q-fin.TR2012
Investor's sentiment in multi-agent model of the continuous double auction
A. Lykov, S. Muzychka, K. Vaninsky
We introduce and treat rigorously a new multi-agent model of the continuous double auction or in other words the order book (OB). It is designed to explain collective behaviour of…
stat.ML2011
The AdaBoost Flow
A. Lykov, S. Muzychka, K. Vaninsky
We introduce a dynamical system which we call the AdaBoost flow. The flow is defined by a system of ODEs with control. We show that three algorithms of the AdaBoost family (i) the…