Neil Calkin

Clemson University

Professor of Mathematics

101 Sikes Ave

Clemson, SC 29634

United States

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

SCHOLARLY PAPERS

2

DOWNLOADS
Rank 13,190

SSRN RANKINGS

Top 13,190

in Total Papers Downloads

3,401

CITATIONS

0

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 Calkin and Marcos Lopez de Prado
Clemson University and AQR Capital Management, LLC
Downloads 1,890 (7,355)

Abstract:

Loading...

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 Calkin and Marcos Lopez de Prado
Clemson University and AQR Capital Management, LLC
Downloads 1,511 (10,634)

Abstract:

Loading...

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