Hugh L. Christensen

Publication Activity (10 Years)

Years Active: 2012-2016
Publications (10 Years): 1

Top Topics

Discrete Wavelet Transform

Image Segmentation

High Frequencies

Low Bit Rate Coding

Top Venues

IEEE J. Sel. Top. Signal Process.

SIAM J. Financial Math.

Publications

Geliang Zhang, Hugh L. Christensen, Guolong Li, Simon J. Godsill
A Correction Note for Price Dynamics in a Markovian Limit Order Market. SIAM J. Financial Math. 7 (1) (2016)
Hugh L. Christensen, James K. Murphy, Simon J. Godsill
Forecasting High-Frequency Futures Returns Using Online Langevin Dynamics. IEEE J. Sel. Top. Signal Process. 6 (4) (2012)