Rod Cross

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All published works

Action	Title	Year	Authors
+	Double exponential instability of triangular arbitrage systems	2012	Rod Cross Victor Kozyakin
+ PDF Chat	PERIODIC SEQUENCES OF ARBITRAGE: A TALE OF FOUR CURRENCIES	2011	Rod Cross Victor Kozyakin Brian O’Callaghan A. V. Pokrovskiĭ Alexey Pokrovskiy
+ PDF Chat	Stylized facts from a threshold-based heterogeneous agent model	2007	Rod Cross Michael Grinfeld Harbir Lamba T. Seaman
+	Rationality, frustration minimisation, hysteresis and the El Farol problem	2005	Rod Cross Michael Grinfeld Harbir Lamba A. Pittock Michael P. Mortell Robert E. O’Malley A.K. Pokrovskii Vladimir Sobolev

Common Coauthors

Coauthor	Papers Together
Michael Grinfeld	2
Victor Kozyakin	2
Harbir Lamba	2
Vladimir Sobolev	1
Alexey Pokrovskiy	1
A.K. Pokrovskii	1
Robert E. O’Malley	1
T. Seaman	1
Michael P. Mortell	1
A. V. Pokrovskiĭ	1
A. Pittock	1
Brian O’Callaghan	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	The Lyapunov exponent and joint spectral radius of pairs of matrices are hard?when not impossible?to compute and to approximate	1997	John N. Tsitsiklis Vincent D. Blondel	1
+ PDF Chat	Iterated random functions	2017	Persi Diaconis David A. Freedman	1
+ PDF Chat	PERIODIC SEQUENCES OF ARBITRAGE: A TALE OF FOUR CURRENCIES	2011	Rod Cross Victor Kozyakin Brian O’Callaghan A. V. Pokrovskiĭ Alexey Pokrovskiy	1
+	Sequences of Arbitrages	2010	Victor Kozyakin Brian O’Callaghan A. V. Pokrovskiĭ	1
+ PDF Chat	There's more to volatility than volume	2006	László Gillemot J. Doyne Farmer Fabrizio Lillo	1
+ PDF Chat	Iterated Random Functions	1999	Persi Diaconis David A. Freedman	1
+	Asynchronous systems: a short survey and problems∗	2003	Victor Kozyakin	1