Efstathios Panayi

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

Gower Street

London, WC1E 6BT

United Kingdom

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 4,018

SSRN RANKINGS

Top 4,018

in Total Papers Downloads

13,917

SSRN CITATIONS
Rank 22,650

SSRN RANKINGS

Top 22,650

in Total Papers Citations

21

CROSSREF CITATIONS

22

Scholarly Papers (9)

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 Barbaraaffiliation not provided to SSRN and University College London - Financial Computing and Analytics Group, Department of Computer Science
Downloads 5,835 (1,887)
Citation 59

Abstract:

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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 Barbaraaffiliation not provided to SSRN, University College London - Financial Computing and Analytics Group, Department of Computer Science and University College London - Department of Computer Science
Downloads 3,932 (3,726)

Abstract:

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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 Barbaraaffiliation not provided to SSRN, University College London - Financial Computing and Analytics Group, Department of Computer Science and University College London - Department of Computer Science
Downloads 2,980 (5,990)
Citation 68

Abstract:

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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 Barbaraaffiliation not provided to SSRN, University College London - Department of Computer Science and University College London - Financial Computing and Analytics Group, Department of Computer Science
Downloads 417 (99,399)
Citation 2

Abstract:

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

5.

Market Resilience

Number of pages: 51 Posted: 11 May 2018
London School of Economics - Systemic Risk Centre, University College London - Financial Computing and Analytics Group, Department of Computer Science, University of California Santa Barbaraaffiliation not provided to SSRN and London School of Economics - Department of Finance, Systemic Risk Centre, and Financial Markets Group
Downloads 263 (163,349)
Citation 3

Abstract:

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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
University College London - Financial Computing and Analytics Group, Department of Computer Science, University of California Santa Barbaraaffiliation not provided to SSRN, London School of Economics - Systemic Risk Centre and London School of Economics - Department of Finance, Systemic Risk Centre, and Financial Markets Group
Downloads 177 (235,750)

Abstract:

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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 Barbaraaffiliation not provided to SSRN
Downloads 162 (254,049)
Citation 1

Abstract:

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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 Barbaraaffiliation not provided to SSRN and Kyiakides Mushrooms Ltd.
Downloads 103 (356,063)

Abstract:

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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 Barbaraaffiliation not provided to SSRN and Department of Statistical Science, University College London
Downloads 48 (534,401)

Abstract:

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Limit Order Book, Liquidity, High Frequency Finance