1 code implementation • 6 Jan 2024 • SASHA STOIKOV, Stefano Borzillo, Steffen Raub
It has been established in the literature that the number of ratings and the scores restaurants obtain on online rating systems (ORS) significantly impact their revenue.
1 code implementation • 23 Jul 2023 • Rana Shahout, Yehonatan Peisakhovsky, SASHA STOIKOV, Nikhil Garg
The test resulted in a substantial improvement in user rating behavior and a reduction in item quality inflation.
no code implementations • 20 Sep 2022 • SASHA STOIKOV, Ivan Kosyuk
The best bids are near the multipliers justified by the bottom decile of song cashflows.
1 code implementation • 16 Sep 2021 • SASHA STOIKOV, Hongyi Wen
High quality user feedback data is essential to training and evaluating a successful music recommendation system, particularly one that has to balance the needs of multiple stakeholders.
no code implementations • 17 Jul 2019 • Peter Carr, Andrey Itkin, SASHA STOIKOV
We derive a backward and forward nonlinear PDEs that govern the implied volatility of a contingent claim whenever the latter is well-defined.
1 code implementation • 29 Nov 2010 • Rama Cont, Arseniy Kukanov, SASHA STOIKOV
We study the price impact of order book events - limit orders, market orders and cancelations - using the NYSE TAQ data for 50 U. S. stocks.
1 code implementation • Quantitative Finance 2008 • MARCO AVELLANEDA, SASHA STOIKOV
High-frequency trading in a limit order book MARCO AVELLANEDA and SASHA STOIKOV* Mathematics, New York University, 251 Mercer Street, New York, NY 10012, USA (Received 24 April 2006; in final form 3 April 2007)