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Michael Benzaquen - MaRDI portal

Michael Benzaquen

From MaRDI portal
Person:2136981

Available identifiers

zbMath Open benzaquen.michaelWikidataQ85235126 ScholiaQ85235126MaRDI QIDQ2136981

List of research outcomes

PublicationDate of PublicationType
Wrapping and unwrapping multifractal fields2023-10-03Paper
Do fundamentals shape the price response? A critical assessment of linear impact models2023-06-20Paper
Multivariate quadratic Hawkes processes—part I: theoretical analysis2023-06-20Paper
A new spin on color quantization2023-03-07Paper
How to build a cross-impact model from first principles: theoretical requirements and empirical results2022-05-27Paper
Out-of-equilibrium dynamics and excess volatility in firm networks2022-05-16Paper
A New Spin on Color Quantization2022-04-26Paper
Exogenous and endogenous price jumps belong to different dynamical classes2022-02-16Paper
On Hawkes Processes with Infinite Mean Intensity2021-12-28Paper
From ants to fishing vessels: a simple model for herding and exploitation of finite resources2021-11-16Paper
A new spin on optimal portfolios and ecological equilibria2021-10-26Paper
How does latent liquidity get revealed in the limit order book?2021-08-17Paper
A stationary Kyle setup: microfounding propagator models2021-06-08Paper
Are trading invariants really invariant? Trading costs matter2020-12-07Paper
Endogenous liquidity crises2020-11-19Paper
By force of habit: Self-trapping in a dynamical utility landscape2020-08-04Paper
The Multivariate Kyle Model: More is Different2020-06-08Paper
Collisions and rebounds of chemically active droplets2020-01-21Paper
Wave drag on asymmetric bodies2019-10-14Paper
Turbulent windprint on a liquid surface2019-08-19Paper
No net motion for oscillating near-spheres at low Reynolds numbers2019-03-25Paper
Market impact with multi-timescale liquidity2019-02-06Paper
Unsteady wave pattern generation by water striders2018-08-27Paper
Wake and wave resistance on viscous thin films2016-06-23Paper
Kelvin wake pattern at large Froude numbers2013-09-26Paper
Relaxation and Intermediate Asymptotics of a Rectangular Trench in a Viscous Film2013-09-10Paper
Intermediate Asymptotics of the Capillary-Driven Thin Film Equation2012-11-30Paper

Research outcomes over time


Doctoral students

No records found.


Known relations from the MaRDI Knowledge Graph

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