Bridging the gap to university mathematics E Hurst, M Gould Springer, 2009 | 361* | 2009 |
Probability M Gould, E Hurst Bridging the Gap to University Mathematics, 1-12, 2009 | 330 | 2009 |
Limit order books M Gould, M Porter, S Williams, M McDonald, D Fenn, S Howison Available at SSRN 1970185, 2011 | 265 | 2011 |
CUTEst: a constrained and unconstrained testing environment with safe threads for mathematical optimization NIM Gould, D Orban, PL Toint Computational Optimization and Applications 60 (3), 545-557, 2015 | 234 | 2015 |
Trades, quotes and prices: financial markets under the microscope JP Bouchaud, J Bonart, J Donier, M Gould Cambridge University Press, 2018 | 57 | 2018 |
Queue imbalance as a one-tick-ahead price predictor in a limit order book MD Gould, J Bonart Market Microstructure and Liquidity 2 (02), 1650006, 2016 | 29 | 2016 |
Branching and bounding improvements for global optimization algorithms with Lipschitz continuity properties C Cartis, JM Fowkes, NIM Gould Journal of Global Optimization 61 (3), 429-457, 2015 | 17 | 2015 |
Latency and liquidity provision in a limit order book J Bonart, MD Gould Quantitative Finance 17 (10), 1601-1616, 2017 | 16 | 2017 |
Trades, Quotes and Prices: Financial Markets Under the Microscope, 2018 JP Bouchaud, J Bonart, J Donier, M Gould Cambridge University Press: Cambridge, 0 | 9 | |
Quasi-centralized limit order books MD Gould, MA Porter, SD Howison Quantitative Finance 17 (6), 831-853, 2017 | 7 | 2017 |
M., McDonald, DJ, Fenn, and SD Howison, 2013 MD Gould, MA Porter, S Williams Limit Order Books, Quantitative Finance 13 (11), 1709-1742, 0 | 6* | |
The long memory of order flow in the foreign exchange spot market MD Gould, MA Porter, SD Howison Market Microstructure and Liquidity 2 (01), 1650001, 2016 | 5 | 2016 |
Ramsey Theory M Gould University of Oxford, 1-15, 2010 | 5 | 2010 |
Multi-level order-flow imbalance in a limit order book K Xu, MD Gould, SD Howison Market Microstructure and Liquidity 4 (03n04), 1950011, 2018 | 4 | 2018 |
Multi-level order-flow imbalance in a limit order book SD Howison, K Xu, MD Gould Market Microstructure and Liquidity 4 (3 and 4), 2020 | | 2020 |
Counterparty credit limits: An effective tool for mitigating counterparty risk? M Gould, N Hautsch, S Howison, MA Porter CFS Working Paper, WP, 2017 | | 2017 |
Quasi-centralized limit order books SD Howison, MD Gould, MA Porter Quantitative Finance 17 (6), 2017 | | 2017 |
Modelling limit order books with bilateral trading agreements MD Gould, MA Porter, N Hautsch, S Williams, M McDonald, DJ Fenn, ... Quantitative Finance 13 (11), 1709-1742, 2013 | | 2013 |
Electronic trading in the foreign exchange spot market MD Gould University of Oxford, 2013 | | 2013 |
Modelling hurricane track memory LM Manus, M Barons, M Belica, C Chleboun, P Dellar, S Gin, MD Gould, ... | | 2010 |