Michael RechenthinGraduate Assistant
- Using conditional probability to identify trends in intra-day high-frequency equity pricing (with Nick Street), Physica A: Statistical Mechanics and its Applications, Vol. 392, December 2013, 6169-6188.
- Stock chatter: Using stock sentiment to predict price direction (with Nick Street and Padmini Srinivasan), Journal of Algorithmic Finance, Vol. 2, December 2013, 169-196 .