| Forecasting high-frequency futures returns using online Langevin dynamics HL Christensen, J Murphy, SJ Godsill IEEE Journal of Selected Topics in Signal Processing 6 (4), 366-380, 2012 | 47 | 2012 |
| Prediction of hidden liquidity in thelimit order book of globex futures HL Christensen, R Woodmansey The Journal of Trading 8 (3), 68-95, 2013 | 13 | 2013 |
| Rebuilding The Limit Order Book: Sequential Bayesian Inference on Hidden States HL Christensen, RE Turner, SI Hill, SJ Godsill Quantitative Finance 13 (11), 1779-1799, 2013 | 7 | 2013 |
| Method for pricing data in a sharing economy HL Christensen US Patent App. 15/880,874, 2019 | 4 | 2019 |
| Hidden Markov Models Applied To Intraday Momentum Trading With Side Information H Christensen, R Turner, S Godsill International Journal of Mathematical Modelling and Numerical Optimisation, 2015 | 3* | 2015 |
| System and method for acting on potentially incomplete data HL Christensen US Patent App. 16/719,887, 2020 | 1 | 2020 |
| A correction note for price dynamics in a Markovian limit order market G Zhang, H Christensen, G Li, S Godsill SIAM Journal on Financial Mathematics 7 (1), 152-158, 2016 | 1 | 2016 |
| Prediction of cyclic and trend frequencies in time series using the Hilbert–Huang transform HL Christensen, SJ Godsill International Journal of Computational Economics and Econometrics 4 (3-4 …, 2014 | 1 | 2014 |
| Data access and processing system HL Christensen US Patent 11,094,015, 2021 | | 2021 |
| Algorithmic Arbitrage of Open End Funds using Variational Bayes H Christensen Journal of Financial Engineering, 2015 | | 2015 |
| Some problems in algorithmic time series prediction HL Christensen University of Cambridge, 2013 | | 2013 |
Simon GodsillUniversity of Cambridge在 eng.cam.ac.uk 的電子郵件地址已通過驗證
