"au:"Brian F. Tivnan"" — arXiv2 Search

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/ Date/ Name

"au:"Brian F. Tivnan"" — arXiv2 Search

Showing 1–9 of 9 results

/ Date/ Name

Feb 13, 2019Scaling of inefficiencies in the U.S. equity markets: Evidence from three market indices and more than 2900 securities Jun 15, 2014Human language reveals a universal positivity bias Oct 24, 2014Reducing Cascading Failure Risk by Increasing Infrastructure Network Interdependency Oct 25, 2018Price Discovery and the Accuracy of Consolidated Data Feeds in the U.S. Equity Markets Dec 20, 2013Shadow networks: Discovering hidden nodes with models of information flow Apr 22, 2026Testing replication for an agent-based model of market fragmentation and latency arbitrage Feb 13, 2019Fragmentation and inefficiencies in US equity markets: Evidence from the Dow 30 Nov 27, 2023Adaptive Agents and Data Quality in Agent-Based Financial Markets Nov 13, 2023Revisiting Cont's Stylized Facts for Modern Stock Markets