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Efstathios Panayi

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2010 – 2019

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2015
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Efstathios Panayi:
Modelling empirical features and liquidity resilience in the Limit Order Book. University College London, UK, 2015
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Gareth W. Peters, Efstathios Panayi, Ariane Chapelle:
Trends in crypto-currencies and blockchain technologies: A monetary theory and regulation perspective. CoRR abs/1508.04364 (2015)
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Gareth William Peters, Efstathios Panayi:
Understanding Modern Banking Ledgers through Blockchain Technologies: Future of Transaction Processing and Smart Contracts on the Internet of Money. CoRR abs/1511.05740 (2015)
2014
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Efstathios Panayi, Gareth W. Peters:
Survival models for the duration of bid-ask spread deviations. CIFEr 2014: 9-16
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Gareth W. Peters, Ariane Chapelle, Efstathios Panayi:
Opening discussion on banking sector risk exposures and vulnerabilities from virtual currencies: An operational risk perspective. CoRR abs/1409.1451 (2014)
2012
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Efstathios Panayi, Mark Harman, Anne Wetherilt:
Agent-Based Modelling of Stock Markets Using Existing Order Book Data. MABS 2012: 101-114

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