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researcher

A. Swishchuk

14 papers hereh-index 171k citations166 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author2
  • first author3
  • middle author1
  • last author7

Across the 13 of 14 papers where every author was matched, so the position is known.

fields
  • q-fin.MF7
  • q-fin.CP3
  • math.PR2
  • q-fin.PM1
  • q-fin.TR1

identity via Semantic Scholar / OpenAlex

activity
20172025
most citedReinforcement Learning in Non-Markov Market-Making

3 citations · 7 across the 11 of their papers we have counts for

collaborators
Showing 2020Show all

1 paper · 1 filter

q-fin.MF2020★ 1 cited

Multivariate General Compound Point Processes in Limit Order Books

Qi Guo, Bruno Remillard, Anatoliy Swishchuk

In this paper, we focus on a new generalization of multivariate general compound Hawkes process (MGCHP), which we referred to as the multivariate general compound point process (MG…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.