Khaldoun Khashanah

Stevens Institute of Technology

Hoboken, NJ 07030

United States

SCHOLARLY PAPERS

2

DOWNLOADS

101

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

A Slightly Depressing Jump Model: Intraday Volatility Pattern Simulation

Number of pages: 20 Posted: 09 Oct 2017
Khaldoun Khashanah, Jing Chen and Alan Hawkes
Stevens Institute of Technology, Cardiff University - School of Mathematics and Swansea University - School of Management
Downloads 57 (368,388)
Citation 1

Abstract:

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Hawkes Process; Jump Detection; Birth-Death-Immigration; Financial Series; Intraday Simulation

2.

Epistemology Diagrams: Geometric Representation of Knowledge Management of Financial Engineering

Stevens Institute of Technology School of Business Research Paper
Number of pages: 16 Posted: 08 Mar 2018
Khaldoun Khashanah
Stevens Institute of Technology
Downloads 44 (412,226)

Abstract:

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