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

466

SSRN CITATIONS
Rank 48,636

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Top 48,636

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 359 (97,226)
Citation 22

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 73 (371,706)

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
Board of Regents - University of California Office of the CIO, University of Vermont and The MITRE Corporation
Downloads 34 (518,046)
Citation 2

Abstract:

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