Mark Schervish

Identifiers

• name variant Mark Schervish 0.60 · backfill

Papers (4)

1. Instantaneous order impact and high-frequency strategy optimization in limit order books q-fin.TR · 2017 · author #2
2. Hierarchical Semi-parametric Duration Models stat.ME · 2014 · author #2
3. Estimated VC dimension for risk bounds stat.ML · 2011 · author #3
4. Estimating beta-mixing coefficients via histograms math.ST · 2011 · author #3

Mentions

• 1111.3404 #3 · backfill · confidence 0.70 Mark Schervish
• 1109.5998 #3 · backfill · confidence 0.70 Mark Schervish

Frequent Coauthors

• Cosma Rohilla Shalizi 2 shared papers
• Daniel J. McDonald 2 shared papers
• Federico Gonzalez 1 shared papers
• Mingyu Tang 1 shared papers