Abdullah AlShelahi

University of Michigan at Ann Arbor, College of Engineering, Department of Industrial and Operations Engineering

PhD Candidate

1205 Beal Avenue

Ann Arbor, MI 48109

United States

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Scholarly Papers (1)

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Insights into the Macroscopic Behavior of Equity Markets: Theory and Application

Forthcoming in Physica A: Statistical Mechanics and its Applications
Posted: 08 Aug 2017 Last Revised: 06 May 2018
Abdullah AlShelahi and Romesh Saigal
University of Michigan at Ann Arbor, College of Engineering, Department of Industrial and Operations Engineering and University of Michigan at Ann Arbor - Department of Industrial and Operations Engineering

Abstract:

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Financial Markets, Macroscopic Model, Stochastic Partial Differential Equations, Flash Crash