| Compound Hawkes processes in limit order books A Swishchuk, B Remillard, R Elliott, J Chavez-Casillas Financial Mathematics, Volatility and Covariance Modelling, 191-214, 2019 | 19 | 2019 |
| A level-1 limit order book with time dependent arrival rates JA Chávez-Casillas, RJ Elliott, B Rémillard, AV Swishchuk Methodology and Computing in Applied Probability 21, 699-719, 2019 | 12 | 2019 |
| Sub-monthly prediction of harmful algal blooms based on automated cell imaging V Agarwal, J Chávez-Casillas, CB Mouw Harmful Algae 122, 102386, 2023 | 10 | 2023 |
| A one-level limit order book model with memory and variable spread JA Chávez-Casillas, JE Figueroa-López Stochastic Processes and their Applications 127 (8), 2447-2481, 2017 | 9 | 2017 |
| Discrete stochastic metapopulation model with arbitrarily distributed infectious period N Hernandez-Ceron, JA Chavez-Casillas, Z Feng Mathematical biosciences 261, 74-82, 2015 | 5 | 2015 |
| Patterns in the temporal complexity of global chlorophyll concentration V Agarwal, J Chávez-Casillas, K Inomura, CB Mouw Nature Communications 15 (1), 1522, 2024 | 2 | 2024 |
| One-level limit order books with sparsity and memory JA Chávez-Casillas, JE Figueroa-López arXiv preprint arXiv:1407.5684, 2014 | 2 | 2014 |
| Adaptive optimal market making strategies with inventory liquidation cost J Chávez-Casillas, JE Figueroa-López, C Yu, Y Zhang SIAM Journal on Financial Mathematics 15 (3), 653-699, 2024 | 1 | 2024 |
| A stochastic model for the early stages of highly contagious epidemics by using a state-dependent point process JA Chávez Casillas Communications in Nonlinear Science and Numerical Simulations 136, 108100, 2024 | | 2024 |
| A hybrid algorithm for computing a partial singular value decomposition satisfying a given threshold J Baglama, JA Chávez-Casillas, V Perović Numerical Algorithms, 1-17, 2024 | | 2024 |
| A time-dependent Markovian model of a limit order book JA Chávez Casillas Computational Economics 63 (2), 679-709, 2024 | | 2024 |
| Compound Hawkes Processes in Limit Order A Swishchuk, B Remillard, R Elliott, J Chavez-Casillas | | 2018 |
| Stochastic Modeling of Limit Order Books: Convergence of the Price Process, Simulation and Applications JA Chavez-Casillas Purdue University, 2015 | | 2015 |
| Discrete Stochastic Metapopulation Model with Arbitrarily Distributed Infectious Period NH Ceron, JA Chavez-Casillas, Z Feng Biomath Communications 1 (1), 2014 | | 2014 |
