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Weibing Huang

WH

Statistics

Publications

2

Citations

148

H-Index

2

Active since

2014

Affiliations

Laboratoire de Probabilités, Statistique et Modélisation(Current)

Weibing Huang is an author at Laboratoire de Probabilités, Statistique et Modélisation specializing in engineering, asset pricing, and market design.

Top concepts

Publications per year

2014–2017

2

Publications

2

Simulating and Analyzing Order Book Data: The Queue-Reactive Model

Weibing Huang, Charles‐Albert Lehalle, Mathieu Rosenbaum · Journal of the American Statistical Association · 2014 · 128 citations

Ergodicity and Diffusivity of Markovian Order Book Models: A General Framework

Weibing Huang, Mathieu Rosenbaum · SIAM Journal on Financial Mathematics · 2017 · 20 citations · Full text

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