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Patrick Chang
ORCID
Publication Activity (10 Years)
Years Active: 2020-2021
Publications (10 Years): 2
Top Topics
Fast Fourier Transform
Log Polar
Correlation Function
Conceptual Model
Top Venues
CoRR
SIAM J. Sci. Comput.
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Publications
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Ivan Jericevich
,
Patrick Chang
,
Tim Gebbie
Simulation and estimation of an agent-based market-model with a matching engine.
CoRR
(2021)
Patrick Chang
,
Etienne Pienaar
,
Tim Gebbie
Malliavin-Mancino Estimators Implemented with Nonuniform Fast Fourier Transforms.
SIAM J. Sci. Comput.
42 (6) (2020)