1 citations · 3 across the 3 of their papers we have counts for
5 papers
Fragmentation, Price Formation, and Cross-Impact in Bitcoin Markets
Jakob Albers, Mihai Cucuringu, Sam Howison +1
In light of micro-scale inefficiencies induced by the high degree of fragmentation of the Bitcoin trading landscape, we utilize a granular data set comprised of orderbook and trade…
Graph Distances and Clustering
Pierre Miasnikof, Alexander Y. Shestopaloff, Leonidas Pitsoulis +1
With a view on graph clustering, we present a definition of vertex-to-vertex distance which is based on shared connectivity. We argue that vertices sharing more connections are clo…
A Statistical Density-Based Analysis of Graph Clustering Algorithm Performance
Pierre Miasnikof, Alexander Y. Shestopaloff, Anthony J. Bonner +2
Measuring graph clustering quality remains an open problem. To address it, we introduce quality measures based on comparisons of intra- and inter-cluster densities, an accompanying…
Replica Conditional Sequential Monte Carlo
Alexander Y. Shestopaloff, Arnaud Doucet
We propose a Markov chain Monte Carlo (MCMC) scheme to perform state inference in non-linear non-Gaussian state-space models. Current state-of-the-art methods to address this probl…
New reconstruction and data processing methods for regression and interpolation analysis of multidimensional big data
Yuri K. Shestopaloff, Alexander Y. Shestopaloff
The problems of computational data processing involving regression, interpolation, reconstruction and imputation for multidimensional big datasets are becoming more important these…