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Marcus Cordi

CentraleSupélec

Labo MICS

3, rue Joliot-Curie

Gif-sur-Yvette, 91192

France

SCHOLARLY PAPERS

2

DOWNLOADS

94

TOTAL CITATIONS

1

Scholarly Papers (2)

1.

Testing the Causality of Hawkes Processes with Time Reversal

Number of pages: 13 Posted: 27 Sep 2017
Marcus Cordi, Damien Challet and Ioane Muni Toke
CentraleSupélec, CentraleSupélec and Ecole Centrale Paris
Downloads 49 (1,074,648)

Abstract:

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Hawkes Processes, Goodness of Fit, Time Reversal

2.

The Market Nanostructure Origin of Asset Price Time Reversal Asymmetry

Number of pages: 19 Posted: 12 Jan 2019
Marcus Cordi, Damien Challet and Serge Kassibrakis
CentraleSupélec, CentraleSupélec and Swissquote Bank
Downloads 45 (1,121,190)
Citation 1

Abstract:

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Time Reversal Asymmetry, Statistically Validated Networks, Lead-Lag Networks