Massil Achab

Identifiers

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Papers (2)

1. Analysis of order book flows using a nonparametric estimation of the branching ratio matrix q-fin.TR · 2017 · author #1
2. Uncovering Causality from Multivariate Hawkes Integrated Cumulants stat.ML · 2016 · author #1

Mentions

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Frequent Coauthors

• Emmanuel Bacry 2 shared papers
• Iacopo Mastromatteo 1 shared papers
• Jean-Fran\c{c}ois Muzy 1 shared papers
• Jean-Francois Muzy 1 shared papers
• Marcello Rambaldi 1 shared papers
• St\'ephane Ga\"iffas 1 shared papers