Neil J. Calkin

Clemson University

Professor of Mathematics

101 Sikes Ave

Clemson, SC 29634

United States

http://www.math.clemson.edu/~calkin/

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

1.

Stochastic Flow Diagrams

Algorithmic Finance 2014, 3:1-2, 21-42
Number of pages: 23 Posted: 16 Jan 2014 Last Revised: 27 May 2014
Neil J. Calkin and Marcos Lopez de Prado
Clemson University and Guggenheim Partners, LLC
Downloads 995 (10,571)

Abstract:

Time Series, Graph Theory, Topology, Financial Flows, Macro Trading

2.

The Topology of Macro Financial Flows: An Application of Stochastic Flow Diagrams

Algorithmic Finance 2014, 3:1-2, 43-85
Number of pages: 44 Posted: 16 Jan 2014 Last Revised: 27 May 2014
Neil J. Calkin and Marcos Lopez de Prado
Clemson University and Guggenheim Partners, LLC
Downloads 655 (16,186)

Abstract:

Time Series, Graph Theory, Topology, Financial Flows, Macro Trading