Efstathios Panayi

According to our database, Efstathios Panayi authored at least 6 papers between 2012 and 2015.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2015

Modelling empirical features and liquidity resilience in the Limit Order Book.

Efstathios Panayi

PhD thesis, 2015

Trends in crypto-currencies and blockchain technologies: A monetary theory and regulation perspective.

Gareth W. Peters, Efstathios Panayi, Ariane Chapelle

CoRR, 2015

Understanding Modern Banking Ledgers through Blockchain Technologies: Future of Transaction Processing and Smart Contracts on the Internet of Money.

Gareth William Peters, Efstathios Panayi

CoRR, 2015

2014

Opening discussion on banking sector risk exposures and vulnerabilities from virtual currencies: An operational risk perspective.

Gareth W. Peters, Ariane Chapelle, Efstathios Panayi

CoRR, 2014

Survival models for the duration of bid-ask spread deviations.

Efstathios Panayi, Gareth W. Peters

Proceedings of the IEEE Conference on Computational Intelligence for Financial Engineering & Economics, 2014

2012

Agent-Based Modelling of Stock Markets Using Existing Order Book Data.

Efstathios Panayi, Mark Harman, Anne Wetherilt

Proceedings of the Multi-Agent-Based Simulation XIII - International Workshop, 2012