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Efstathios Panayi

Identifiers

  • name variant Efstathios Panayi 0.60 · backfill

Papers (8)

  1. Understanding Modern Banking Ledgers through Blockchain Technologies: Future of Transaction Processing and Smart Contracts on the Internet of Money cs.CY · 2015 · author #2
  2. Trends in crypto-currencies and blockchain technologies: A monetary theory and regulation perspective cs.CR · 2015 · author #2
  3. Designating market maker behaviour in Limit Order Book markets q-fin.ST · 2015 · author #1
  4. SMC-ABC methods for the estimation of stochastic simulation models of the limit order book q-fin.CP · 2015 · author #2
  5. Stochastic simulation framework for the Limit Order Book using liquidity motivated agents q-fin.ST · 2015 · author #1
  6. Opening discussion on banking sector risk exposures and vulnerabilities from virtual currencies: An operational risk perspective q-fin.RM · 2014 · author #3
  7. Survival Models for the Duration of Bid-Ask Spread Deviations q-fin.ST · 2014 · author #1
  8. Liquidity commonality does not imply liquidity resilience commonality: A functional characterisation for ultra-high frequency cross-sectional LOB data q-fin.ST · 2014 · author #1

Mentions

  • 1511.05740 #2 · backfill · confidence 0.70 Efstathios Panayi
  • 1508.04364 #2 · backfill · confidence 0.70 Efstathios Panayi
  • 1508.04348 #1 · backfill · confidence 0.70 Efstathios Panayi
  • 1409.1451 #3 · arxiv_oai · confidence 0.70 Efstathios Panayi
  • 1504.05806 #2 · backfill · confidence 0.70 Efstathios Panayi
  • 1501.02447 #1 · backfill · confidence 0.70 Efstathios Panayi
  • 1409.1451 #3 · backfill · confidence 0.70 Efstathios Panayi
  • 1406.5487 #1 · backfill · confidence 0.70 Efstathios Panayi
  • 1406.5486 #1 · backfill · confidence 0.70 Efstathios Panayi

Frequent Coauthors