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Research

Dr Adam Sykulski

Formerly at Lancaster University

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  1. 2009
  2. Published

    Frequency domain estimation of integrated volatility for Ito processes in the presence of market-microstructure noise

    Olhede, S. C., Sykulski, A. M. & Pavliotis, G. A., 2009, In: Multiscale Modeling and Simulation. 8, 2, p. 393-427 35 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  3. 2008
  4. Published

    High frequency variability and microstructure bias

    Sykulski, A., Olhede, S. C. & Pavliotis, G. A., 2008, p. 90-97. 8 p.

    Research output: Contribution to conference - Without ISBN/ISSN › Conference paper › peer-review

  5. 2006
  6. Published

    Trading strategies for markets: a design framework and its application

    Vytelingum, P., Dash, R. K., He, M., Sykulski, A. & Jennings, N. R., 2006, Agent-mediated electronic commerce : designing trading agents and mechanisms. La Poutre, H., Sadeh, N. M. & Janson, S. (eds.). Berlin: Springer Verlag, p. 171-186 16 p. (Lecture Notes in Computer Science; vol. 3937).

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Conference contribution/Paper › peer-review

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