activity
20132022
most citedRealtime market microstructure analysis: online Transaction Cost Analysis

1 citations · 1 across the 5 of their papers we have counts for

collaborators

6 papers

cs.CV2022

Automatic classification of deformable shapes

Hossein Dabirian, Radmir Sultamuratov, James Herring +4

Let be a dataset of smooth 3D-surfaces, partitioned into disjoint classes , . We show how optimized diffeomorphic registration applied…

q-fin.ST2020

Pattern recognition in micro-trading behaviors before stock price jumps: A framework based on multivariate time series analysis

Ao Kong, Robert Azencott, Hongliang Zhu +1

Studying the micro-trading behaviors before stock price jumps is an important problem for financial regulations and investment decisions. In this study, we provide a new framework…

q-fin.TR2019

Predicting intraday jumps in stock prices using liquidity measures and technical indicators

Ao Kong, Hongliang Zhu, Robert Azencott

Predicting the intraday stock jumps is a significant but challenging problem in finance. Due to the instantaneity and imperceptibility characteristics of intraday stock jumps, rele…

q-bio.QM2018

Localization of Epileptic Seizure Focus by Computerized Analysis of fMRI Recordings

Rasoul Hekmati, Robert Azencott, Wei Zhang +2

By computerized analysis of cortical activity recorded via fMRI for pediatric epilepsy patients, we implement algorithmic localization of epileptic seizure focus within one of eigh…

q-bio.PE2018

Fitness Estimation for Genetic Evolution of Bacterial Populations

Sergey S. Sarkisov, Ilya Timofeyev, Robert Azencott

In this paper we develop and test algorithmic techniques to estimate genotypes fitnesses by analysis of observed daily frequency data monitoring the long-term evolution of bacteria…

q-fin.TR20131 cited

Realtime market microstructure analysis: online Transaction Cost Analysis

Robert Azencott, Arjun Beri, Yutheeka Gadhyan +3

Motivated by the practical challenge in monitoring the performance of a large number of algorithmic trading orders, this paper provides a methodology that leads to automatic discov…