Search Results for author: Sam D. Howison

Found 4 papers, 1 papers with code

Inference of Edge Correlations in Multilayer Networks

no code implementations11 Aug 2019 A. Roxana Pamfil, Sam D. Howison, Mason A. Porter

A common (but {potentially} inadequate) assumption of these models is the sampling of edges in different layers independently, conditioned on the community labels of the nodes.

Multi-Level Order-Flow Imbalance in a Limit Order Book

no code implementations14 Jul 2019 Ke Xu, Martin D. Gould, Sam D. Howison

We study the multi-level order-flow imbalance (MLOFI), which is a vector quantity that measures the net flow of buy and sell orders at different price levels in a limit order book (LOB).

Pull out all the stops: Textual analysis via punctuation sequences

1 code implementation31 Dec 2018 Alexandra N. M. Darmon, Marya Bazzi, Sam D. Howison, Mason A. Porter

In this paper, we examine punctuation sequences in a corpus of literary documents and ask the following questions: Are the properties of such sequences a distinctive feature of different authors?

Counterparty Credit Limits: The Impact of a Risk-Mitigation Measure on Everyday Trading

no code implementations24 Sep 2017 Martin D. Gould, Nikolaus Hautsch, Sam D. Howison, Mason A. Porter

A counterparty credit limit (CCL) is a limit that is imposed by a financial institution to cap its maximum possible exposure to a specified counterparty.

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