Michael Benzaquen

Available identifiers

zbMath Open benzaquen.michaelWikidataQ85235126 ScholiaQ85235126MaRDI QIDQ2136981

List of research outcomes

Publication	Date of Publication	Type
Wrapping and unwrapping multifractal fields	2023-10-03	Paper
Do fundamentals shape the price response? A critical assessment of linear impact models	2023-06-20	Paper
Multivariate quadratic Hawkes processes—part I: theoretical analysis	2023-06-20	Paper
A new spin on color quantization	2023-03-07	Paper
How to build a cross-impact model from first principles: theoretical requirements and empirical results	2022-05-27	Paper
Out-of-equilibrium dynamics and excess volatility in firm networks	2022-05-16	Paper
A New Spin on Color Quantization	2022-04-26	Paper
Exogenous and endogenous price jumps belong to different dynamical classes	2022-02-16	Paper
On Hawkes Processes with Infinite Mean Intensity	2021-12-28	Paper
From ants to fishing vessels: a simple model for herding and exploitation of finite resources	2021-11-16	Paper
A new spin on optimal portfolios and ecological equilibria	2021-10-26	Paper
How does latent liquidity get revealed in the limit order book?	2021-08-17	Paper
A stationary Kyle setup: microfounding propagator models	2021-06-08	Paper
Are trading invariants really invariant? Trading costs matter	2020-12-07	Paper
Endogenous liquidity crises	2020-11-19	Paper
By force of habit: Self-trapping in a dynamical utility landscape	2020-08-04	Paper
The Multivariate Kyle Model: More is Different	2020-06-08	Paper
Collisions and rebounds of chemically active droplets	2020-01-21	Paper
Wave drag on asymmetric bodies	2019-10-14	Paper
Turbulent windprint on a liquid surface	2019-08-19	Paper
No net motion for oscillating near-spheres at low Reynolds numbers	2019-03-25	Paper
Market impact with multi-timescale liquidity	2019-02-06	Paper
Unsteady wave pattern generation by water striders	2018-08-27	Paper
Wake and wave resistance on viscous thin films	2016-06-23	Paper
Kelvin wake pattern at large Froude numbers	2013-09-26	Paper
Relaxation and Intermediate Asymptotics of a Rectangular Trench in a Viscous Film	2013-09-10	Paper
Intermediate Asymptotics of the Capillary-Driven Thin Film Equation	2012-11-30	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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