Rare Events Project

Publications

1. "A Study of Rare Events in High-Frequency Financial Data", D. Bozdog, Ph.D. Dissertation, Stevens Institute of Technology, 2014.
2. "Rare Events Analysis for High-Frequency Equity Data", D. Bozdog, I. Florescu, K. Khashanah, and J. Wang, Proceedings of the 10th International Workshop on Rare Event Simulation, RESIM 2014, Amsterdam.
3. "Rare Events Analysis of High-Frequency Equity Data", D. Bozdog, I. Florescu, K. Khashanah, and J. Wang, Wilmott Journal (July 2011), 2011(54), pg. 74-81.
4. "A study of persistence of price movement using High Frequency Financial Data", D. Bozdog, I. Florescu, K. Khashanah, and J. Wang, Chapter in "Handbook of Modeling High-Frequency Data in Finance", December 2011.