Efstathios Panayi

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

Gower Street

London, WC1E 6BT

United Kingdom

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 8,496

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Top 8,496

in Total Papers Downloads

4,516

CITATIONS

0

Scholarly Papers (7)

1.

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 William Peters, Ariane Chapelle and Efstathios Panayi
Department of Actuarial Mathematics and Statistics, Heriot-Watt University, University College London - Department of Computer Science and University College London - Financial Computing and Analytics Group, Department of Computer Science
Downloads 108 (112,046)

Abstract:

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

2.

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

Number of pages: 45 Posted: 19 Jan 2015
Efstathios Panayi and Gareth William Peters
University College London - Financial Computing and Analytics Group, Department of Computer Science and Department of Actuarial Mathematics and Statistics, Heriot-Watt University
Downloads 53 (204,719)

Abstract:

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

3.

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

Number of pages: 25 Posted: 19 Aug 2015
Gareth William Peters, Efstathios Panayi and Ariane Chapelle
Department of Actuarial Mathematics and Statistics, Heriot-Watt University, University College London - Financial Computing and Analytics Group, Department of Computer Science and University College London - Department of Computer Science
Downloads 36 (7,813)

Abstract:

Crypto-currency, virtual currency, regulation, monetary theory

4.

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, Department of Actuarial Mathematics and Statistics, Heriot-Watt University, London School of Economics - Systemic Risk Centre and London School of Economics - Department of Finance, Systemic Risk Centre, and Financial Markets Group
Downloads 34 (212,743)

Abstract:

Limit Order Book, liquidity, resilience, GLM, GAMLSS

5.

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 William Peters and George Kyriakides
University College London - Financial Computing and Analytics Group, Department of Computer Science, Department of Actuarial Mathematics and Statistics, Heriot-Watt University and Kyiakides Mushrooms Ltd.
Downloads 0 (431,152)

Abstract:

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

6.

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 William Peters and Ioannis Kosmidis
University College London - Financial Computing and Analytics Group, Department of Computer Science, Department of Actuarial Mathematics and Statistics, Heriot-Watt University and Department of Statistical Science, University College London
Downloads 0 (402,930)

Abstract:

Limit Order Book, Liquidity, High Frequency Finance

7.

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 William Peters and Efstathios Panayi
Department of Actuarial Mathematics and Statistics, Heriot-Watt University and University College London - Financial Computing and Analytics Group, Department of Computer Science
Downloads 0 (4,389)

Abstract:

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