Sam Howison
University of Oxford
H-index: 46
Europe-United Kingdom
Top articles of Sam Howison
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Options-driven Volatility Forecasting | Available at SSRN 4790644 | Nikolas Michael Mihai Cucuringu Sam Howison | 2024/4/10 |
The Good, the Bad, and Latency: Exploratory Trading on Bybit and Binance | Available at SSRN | Jakob Albers Mihai Cucuringu Sam Howison Alexander Y Shestopaloff | 2023/12/28 |
Minimizing Congestion in Single-Source, Single-Sink Queueing Networks | SIAM Journal on Applied Mathematics | Fabian Ying Alisdair Wallis Mason Porter Sam Howison Mariano Beguerisse-Diaz | 2023 |
OFTER: An Online Pipeline for Time Series Forecasting | arXiv preprint arXiv:2304.03877 | Nikolas Michael Mihai Cucuringu Sam Howison | 2023/4/8 |
573 Modelling Spikes and Pricing Swing Options in Electricity Markets | Ben Hambly Sam Howison Tino Kluge | 2023 | |
Option Volume Imbalance as a predictor for equity market returns | arXiv preprint arXiv:2201.09319 | Nikolas Michael Mihai Cucuringu Sam Howison | 2022/1/23 |
Modelling spikes and pricing swing options in electricity markets | Ben Hambly Sam Howison Tino Kluge | 2022/12/16 | |
Pull out all the stops: Textual analysis via punctuation sequences | European Journal of Applied Mathematics | Alexandra NM Darmon Marya Bazzi Sam D Howison Mason A Porter | 2021/12 |
Void elimination in screen printed thick film dielectric pastes | S Wilson SD Howison DF Parker | 2021/11/5 | |
EJAM Editorial: 30th Anniversary Special Issue | John Ockendon Sam Howison Martin Burger John King Michael Ward | 2021/10/1 | |
Homogenisation applied to thermal radiation in porous media | European Journal of Applied Mathematics | CM Rooney CP Please SD Howison | 2021/10 |
Fragmentation, price formation and cross-impact in bitcoin markets | Applied Mathematical Finance, 28:5, 395 | Jakob Albers Mihai Cucuringu Sam Howison Alexander Y Shestopaloff | 2021/8/21 |
Inference of edge correlations in multilayer networks | Physical Review E | A Roxana Pamfil Sam D Howison Mason A Porter | 2020/12/16 |
Counterparty credit limits: The impact of a risk-mitigation measure on everyday trading | Applied Mathematical Finance | Martin D Gould Nikolaus Hautsch Sam D Howison Mason A Porter | 2020/11/1 |
Utilization of the signature method to identify the early onset of sepsis from multivariate physiological time series in critical care monitoring | Critical Care Medicine | James H Morrill Andrey Kormilitzin Alejo J Nevado-Holgado Sumanth Swaminathan Samuel D Howison | 2020/10/1 |
A framework for the construction of generative models for mesoscale structure in multilayer networks | Physical Review Research | Marya Bazzi Lucas GS Jeub Alex Arenas Sam D Howison Mason A Porter | 2020/4/30 |
Data for paper" Maxwell-type models for the effective thermal conductivity of a porous material with radiative transfer in the voids" | K Kiradjiev S Howison | 2020 |
