Weibing Huang

Identifiers

• name variant Weibing Huang 0.60 · backfill

Papers (3)

1. How to predict the consequences of a tick value change? Evidence from the Tokyo Stock Exchange pilot program q-fin.TR · 2015 · author #1
2. Ergodicity and diffusivity of Markovian order book models: a general framework q-fin.TR · 2015 · author #1
3. Simulating and analyzing order book data: The queue-reactive model q-fin.TR · 2013 · author #1

Mentions

• 1507.07052 #1 · backfill · confidence 0.70 Weibing Huang
• 1505.04936 #1 · backfill · confidence 0.70 Weibing Huang
• 1312.0563 #1 · backfill · confidence 0.70 Weibing Huang

Frequent Coauthors

• Mathieu Rosenbaum 3 shared papers
• Charles-Albert Lehalle 2 shared papers