3 citations · 3 across the 2 of their papers we have counts for
2 papers
q-fin.TR2023
Detecting Financial Market Manipulation with Statistical Physics Tools
Haochen Li, Maria Polukarova, Carmine Ventre
We take inspiration from statistical physics to develop a novel conceptual framework for the analysis of financial markets. We model the order book dynamics as a motion of particle…
physics.comp-ph2023★ 3 cited
Turbulence Model Development based on a Novel Method Combining Gene Expression Programming with an Artificial Neural Network
Haochen Li, Fabian Waschkowski, Yaomin Zhao +1
Data-driven methods are widely used to develop physical models, but there still exist limitations that affect their performance, generalizability and robustness. By combining gene…