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Artem Logachov

Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Science, Russia

630090 Novosibirsk

United States

  • Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Science, Russia

SCHOLARLY PAPERS

2

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166

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Scholarly Papers (2)

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1.

Order book dynamics with liquidity fluctuations: limit theorems and large deviations

Number of pages: 21 Posted: 28 Apr 2020 Last Revised: 06 Jan 2021
Helder Rojas, Artem Logachov and Anatoly Yambartsev
University of São Paulo (USP), Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Science, Russia and Federal University of São Paulo (UNIFESP)
Downloads 108 (649,907)

Abstract:

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Limit order book, Liquidity fluctuations, Markov chains, Limit theorems, Large Deviations, Flash crash.

2.

Central Limit Theorem  (with the Rate Ofconvergence)  and Moderate Deviations For Triangles in Inhomogeneous Erdhős-Rényi Graph

Number of pages: 9 Posted: 19 Apr 2023
Anatoly Yambartsev, Artem Logachov and Anatoly Mogulskii
Federal University of São Paulo (UNIFESP), Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Science, Russia and Novosibirsk State University
Downloads 58 (980,173)

Abstract:

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Central limit theorem, ingomogeneous Erdos-Reniy random graph, moderate deviations