Gareth Peters

Identifiers

• name variant Gareth Peters 0.60 · backfill

Papers (3)

1. Stochastic simulation framework for the Limit Order Book using liquidity motivated agents q-fin.ST · 2015 · author #2
2. Survival Models for the Duration of Bid-Ask Spread Deviations q-fin.ST · 2014 · author #2
3. Liquidity commonality does not imply liquidity resilience commonality: A functional characterisation for ultra-high frequency cross-sectional LOB data q-fin.ST · 2014 · author #2

Mentions

• 1501.02447 #2 · backfill · confidence 0.70 Gareth Peters
• 1406.5487 #2 · backfill · confidence 0.70 Gareth Peters
• 1406.5486 #2 · backfill · confidence 0.70 Gareth Peters

Frequent Coauthors

• Efstathios Panayi 3 shared papers
• Ioannis Kosmidis 1 shared papers