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A. Golub · SciRah

Researcher profile · Semantic Scholar

A. Golub

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A. Golub — researcher profile on SciRah

h-index: 7
Works: 20
Citations: 189

Most-cited papers

Working Paper Series High Frequency Trading and Mini Flash Crashes
A. Golub, John A. Keane, S. Poon
201391 citations
Semantic Scholar
The Alpha Engine: Designing an Automated Trading Algorithm
A. Golub, J. Glattfelder, R. Olsen
201735 citations Open access
Semantic Scholar
Multi-scale representation of high frequency market liquidity
A. Golub, Gregor Chliamovitch, Alexandre Dupuis, B. Chopard
2014Algorithmic Finance14 citations Open access
Semantic Scholar
Instantaneous Volatility Seasonality of High-Frequency Markets in Directional-Change Intrinsic Time
V. Petrov, A. Golub, R. Olsen
2019Journal of Risk and Financial Management9 citations Open access
Semantic Scholar
Case study of Lykke exchange: architecture and outlook
Richard Olsen, S. Battiston, G. Caldarelli, A. Golub +2 more
20179 citations Open access
Semantic Scholar
Improving predictability of time series using maximum entropy methods
Gregor Chliamovitch, Alexandre Dupuis, A. Golub, B. Chopard
20148 citations Open access
Semantic Scholar
Agent-based modelling in directional-change intrinsic time
V. Petrov, A. Golub, R. Olsen
2019Quantitative finance (Print)7 citations
Semantic Scholar
Uncovering Discrete Non-Linear Dependence with Information Theory
A. Golub, Gregor Chliamovitch, Alexandre Dupuis, B. Chopard
2015Entropy5 citations Open access
Semantic Scholar
Ultra-short tenor yield curve for intraday trading and settlement
A. Golub, Lidan Grossmass, S. Poon
2019European Journal of Finance3 citations
Semantic Scholar
Intrinsic Time Directional-Change Methodology in Higher Dimensions
V. Petrov, A. Golub, Richard B. Olsen
2019Social Science Research Network3 citations
Semantic Scholar
Bridging the Gap: Decoding the Intrinsic Nature of Time in Market Data
J. Glattfelder, A. Golub
2022Social Science Research Network2 citations Open access
Semantic Scholar
Volatility seasonality of Bitcoin prices
V. Petrov, A. Golub
20182 citations
Semantic Scholar
Ultra Short Tenor Yield Curves for High-Frequency Trading and Blockchain Settlement
A. Golub, Lidan Grossmass, S. Poon
20181 citations Open access
Semantic Scholar
Instantaneous Volatility Seasonality of Bitcoin in Directional-Change Intrinsic Time
V. Petrov, A. Golub, Richard B. Olsen
20181 citations
Semantic Scholar
Agent-based modelling in directional-change intrinsic time
V. Petrov, A. Golub, R. Olsen
20200 citations
Semantic Scholar
The Quantity and Volume Dynamics of Unauthorized Money Transfers in Russia
A. Golub, N. Shchukina
2020Journal of EU Research in Business0 citations Open access
Semantic Scholar
Listening to the financial heartbeat with agent-based models
V. Petrov, A. Golub
20190 citations
Semantic Scholar
Instantaneous Volatility Seasonality of Forex and Bitcoin E xchange R ates in Directional-Change Intrinsic Time
V. Petrov, A. Golub, R. Olsen
20180 citations
Semantic Scholar
Safeguard Mechanisms to Insure Orderly Trading in Events of Extraordinary Volatility
Ferdinand M. Haug, A. Golub
20170 citations
Semantic Scholar
The Impact of Internalisation on the Quality of Displayed Liquidity
A. Golub, John A. Keane, S. Poon
20120 citations
Semantic Scholar

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