Brian Tivnan

The MITRE Corporation

Sr. Principal

202 Burlington Road

Bedford, MA 01730

United States

University of Vermont - College of Engineering and Mathematics

United States

SCHOLARLY PAPERS

3

DOWNLOADS

494

SSRN CITATIONS
Rank 49,359

SSRN RANKINGS

Top 49,359

in Total Papers Citations

1

CROSSREF CITATIONS

12

Scholarly Papers (3)

1.

Financial Black Swans Driven by Ultrafast Machine Ecology

Number of pages: 18 Posted: 16 Feb 2012
George Washington University, University of Miami, affiliation not provided to SSRN, University of Miami, University of Miami, affiliation not provided to SSRN and The MITRE Corporation
Downloads 378 (108,514)
Citation 21

Abstract:

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high frequency trading, complexity, ecology

2.

Flash Crash Phenomena and a Taxonomy of Extreme Behaviors

Eur. Phys. J. Special Topics 205, 65-78 (2012), DOI: 10.1140/epjst/e2012-01562-x
Number of pages: 11 Posted: 15 May 2012
Neil Johnson and Brian Tivnan
George Washington University and The MITRE Corporation
Downloads 75 (421,848)

Abstract:

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extreme events, market crashes, market model

3.

Market Liquidity and Heterogeneity in the Investor Decision Cycle

Office of Financial Research Working Paper No. 15-03
Number of pages: 26 Posted: 22 Aug 2015
Fabric RQ, University of Vermont and The MITRE Corporation
Downloads 41 (555,853)
Citation 2

Abstract:

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