Efstathios Panayi

University College London - Financial Computing and Analytics Group, Department of Computer Science

Gower Street

London, WC1E 6BT

United Kingdom

  • University College London - Financial Computing and Analytics Group, Department of Computer Science

SCHOLARLY PAPERS

9

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15,644

TOTAL CITATIONS
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SSRN RANKINGS

Top 22,903

in Total Papers Citations

179

Scholarly Papers (9)

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1.

Understanding Modern Banking Ledgers Through Blockchain Technologies: Future of Transaction Processing and Smart Contracts on the Internet of Money

Number of pages: 33 Posted: 24 Nov 2015
Gareth Peters and Efstathios Panayi
University of California Santa Barbara and University College London - Financial Computing and Analytics Group, Department of Computer Science
Downloads 6,583 (2,468)
Citation 59

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Blockchain, distributed ledger, databases, smart contracts, digital assets, data integrity, provisioning, government cash management, clearing, settlement

2.

Trends in Cryptocurrencies and Blockchain Technologies: A Monetary Theory and Regulation Perspective

Journal of Financial Perspectives, Vol. 3, No. 3, 2015
Number of pages: 46 Posted: 08 Dec 2017
Gareth Peters, Efstathios Panayi and Ariane Chapelle
University of California Santa Barbara, University College London - Financial Computing and Analytics Group, Department of Computer Science and University College London - Department of Computer Science
Downloads 4,308 (5,155)
Citation 1

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3.

Trends in Crypto-Currencies and Blockchain Technologies: A Monetary Theory and Regulation Perspective

Number of pages: 25 Posted: 19 Aug 2015
Gareth Peters, Efstathios Panayi and Ariane Chapelle
University of California Santa Barbara, University College London - Financial Computing and Analytics Group, Department of Computer Science and University College London - Department of Computer Science
Downloads 3,207 (8,337)
Citation 112

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Crypto-currency, virtual currency, regulation, monetary theory

4.

Opening Discussion on Banking Sector Risk Exposures and Vulnerabilities from Virtual Currencies: An Operational Risk Perspective

Number of pages: 34 Posted: 06 Sep 2014
Gareth Peters, Ariane Chapelle and Efstathios Panayi
University of California Santa Barbara, University College London - Department of Computer Science and University College London - Financial Computing and Analytics Group, Department of Computer Science
Downloads 472 (131,468)
Citation 2

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Virtual Currency, Crypto Currency, Operational Risk, Regulation, Basel II

5.

Market Resilience

Number of pages: 51 Posted: 11 May 2018
Jon Danielsson, Efstathios Panayi, Gareth Peters and Jean-Pierre Zigrand
London School of Economics - Systemic Risk Centre, University College London - Financial Computing and Analytics Group, Department of Computer Science, University of California Santa Barbara and London School of Economics - Department of Finance, Systemic Risk Centre, and Financial Markets Group
Downloads 410 (155,146)
Citation 3

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Liquidity Measures, Resilience, Limit Order Book, Liquidity Provision, Optimal Trade Execution

6.

Designating Market Maker Behaviour in Limit Order Book Markets

Number of pages: 36 Posted: 19 Aug 2015
Efstathios Panayi, Gareth Peters, Jon Danielsson and Jean-Pierre Zigrand
University College London - Financial Computing and Analytics Group, Department of Computer Science, University of California Santa Barbara, London School of Economics - Systemic Risk Centre and London School of Economics - Department of Finance, Systemic Risk Centre, and Financial Markets Group
Downloads 229 (287,324)
Citation 1

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Limit Order Book, liquidity, resilience, GLM, GAMLSS

7.

Stochastic Simulation Framework for the Limit Order Book Using Liquidity Motivated Agents

Number of pages: 45 Posted: 19 Jan 2015
Efstathios Panayi and Gareth Peters
University College London - Financial Computing and Analytics Group, Department of Computer Science and University of California Santa Barbara
Downloads 192 (339,248)
Citation 1

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Limit order book, agent-based model, copula dependence, exchange regulation

8.

Statistical Modelling for Precision Agriculture: A Case Study in Optimal Environmental Schedules for Agaricus Bisporus Production via Variable Domain Functional Regression

Number of pages: 26 Posted: 08 Aug 2017
Efstathios Panayi, Gareth Peters and George Kyriakides
University College London - Financial Computing and Analytics Group, Department of Computer Science, University of California Santa Barbara and Kyiakides Mushrooms Ltd.
Downloads 159 (401,124)

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Functional Regression, Variable Domain Functional Regression, Precision Agriculture, Yield Models

9.

Liquidity Commonality Does Not Imply Liquidity Resilience Commonality: A Functional Characterisation for Ultra-High Frequency Cross-Sectional LOB Data

Number of pages: 37 Posted: 05 Jun 2017
Efstathios Panayi, Gareth Peters and Ioannis Kosmidis
University College London - Financial Computing and Analytics Group, Department of Computer Science, University of California Santa Barbara and Department of Statistical Science, University College London
Downloads 84 (642,705)

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Limit Order Book, Liquidity, High Frequency Finance