RO
R. B. Olsen
q-fin.TRq-fin.STphysics.soc-phq-fin.GN
On Valency
published · living versionsW_3bj97x7q·v1 · currentpublished
Patterns in high-frequency FX data: Discovery of 12 empirical scaling laws
with J. B. Glattfelder, A. Dupuis
1 version
Preprints & journals
5 papers in the corpus · 2008–2025A Modern Paradigm for Algorithmic Trading2501.06032v1 · James B. Glattfelder, Thomas Houweling, Richard B. Olsen2025 · 0 citationsarXiv
The Theory of Intrinsic Time: A Primer2406.07354v1 · James B. Glattfelder, Richard B. Olsen2024 · 0 citationsarXiv
R&D Strategy Document1405.6027v1 · James B. Glattfelder, Thomas Bisig, Richard B. Olsen2014 · 0 citationsarXiv
Patterns in high-frequency FX data: Discovery of 12 empirical scaling laws0809.1040v2 · J.B. Glattfelder, A. Dupuis, R.B. Olsen2008 · 111 citationsQuant. Financ. 11(4), 599 - 614 (2011) - published online Oct. 2010on Valency
The scale of market quakes0909.1690v1 · T.Bisig, A.Dupuis, V.Impagliazzo et al.2009 · 29 citationsarXiv
Career total: 55 works. 5 are in this corpus.
Profile built from the corpus for this byline.
Author records are still filling in while the Hub is in alpha. If this is your page, you'll be able to claim it soon. Spot a mistake? Tell us.