JG
J. B. Glattfelder
q-fin.TRphysics.soc-phq-fin.GNq-fin.STcs.SIInternationalityLeadershipModels, OrganizationalModels, TheoreticalProfessional Corporations
On Valency
published · living versionsW_3bj97x7q·v1 · currentpublished
Patterns in high-frequency FX data: Discovery of 12 empirical scaling laws
with A. Dupuis, R. B. Olsen
1 version
Preprints & journals
10 papers in the corpus · 2008–2025A Modern Paradigm for Algorithmic Trading2501.06032v1 · James B. Glattfelder, Thomas Houweling, Richard B. Olsen2025 · 0 citationsarXiv
Calculating Profits and Losses for Algorithmic Trading Strategies: A Short Guide2411.14068v1 · James B. Glattfelder, Thomas Houweling2024 · 0 citationsarXiv
The Theory of Intrinsic Time: A Primer2406.07354v1 · James B. Glattfelder, Richard B. Olsen2024 · 0 citationsarXiv
Bridging the Gap: Decoding the Intrinsic Nature of Time in Market Data2204.02682v1 · James B. Glattfelder, Anton Golub2022 · 1 citationarXiv
R&D Strategy Document1405.6027v1 · James B. Glattfelder, Thomas Bisig, Richard B. Olsen2014 · 0 citationsarXiv
The network of global corporate control1107.5728v2 · Stefania Vitali, James B. Glattfelder, Stefano Battiston2011 · 829 citationsPLoS ONE 6(10), e25995 (2011)on Valency
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
Backbone of complex networks of corporations: The flow of control0902.0878v2 · J.B. Glattfelder, S. Battiston2009 · 133 citationsPhys. Rev. E 80, 036104 (2009)on Valency
Backbone of complex networks of corporations: the flow of control.19905177 · Glattfelder, J B, Battiston, S2010 · 132 citationsPhysical review. E, Statistical, nonlinear, and soft matter physics. 2009;80(3 Pt 2):036104
Career total: 45 works. 10 are in this corpus.Showing the 9 most recent.
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