Marcos Costa Santos Carreira | DeepAI

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research

∙ 01/16/2021

Exponential Kernels with Latency in Hawkes Processes: Applications in Finance

The Tick library allows researchers in market microstructure to simulate...

0 Marcos Costa Santos Carreira, et al. ∙

research

∙ 05/29/2018

An exact solution for choosing the largest measurement from a sample drawn from an uniform distribution

In "Recognizing the Maximum of a Sequence", Gilbert and Mosteller analyz...

0 Marcos Costa Santos Carreira, et al. ∙