57 citations · 110 across the 8 of their papers we have counts for
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math.CO2015
Matrix-Ball Construction of affine Robinson-Schensted correspondence
Michael Chmutov, Pavlo Pylyavskyy, Elena Yudovina
In his study of Kazhdan-Lusztig cells in affine type , Shi has introduced an affine analog of Robinson-Schensted correspondence. We generalize the Matrix-Ball Construction of Vi…
q-fin.TR2015
A Markov model of a limit order book: thresholds, recurrence, and trading strategies
Frank Kelly, Elena Yudovina
We analyze a tractable model of a limit order book on short time scales, where the dynamics are driven by stochastic fluctuations between supply and demand. We establish the existe…