Martin Gould
Title
Cited by
Cited by
Year
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
3302009
Limit order books
M Gould, M Porter, S Williams, M McDonald, D Fenn, S Howison
Available at SSRN 1970185, 2011
2652011
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
2342015
Trades, quotes and prices: financial markets under the microscope
JP Bouchaud, J Bonart, J Donier, M Gould
Cambridge University Press, 2018
572018
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
292016
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
172015
Latency and liquidity provision in a limit order book
J Bonart, MD Gould
Quantitative Finance 17 (10), 1601-1616, 2017
162017
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
72017
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
52016
Ramsey Theory
M Gould
University of Oxford, 1-15, 2010
52010
Multi-level order-flow imbalance in a limit order book
K Xu, MD Gould, SD Howison
Market Microstructure and Liquidity 4 (03n04), 1950011, 2018
42018
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
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Articles 1–20