Martin Gould

Martin Gould

London, England, United Kingdom
3K followers 500+ connections

About

Mathematician, product executive and serial entrepreneur. By day, I lead Personalization…

Activity

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Experience

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    London, England, United Kingdom

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    Oxford, United Kingdom

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    London, United Kingdom

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    London, England, United Kingdom

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    London, England, United Kingdom

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    London, England, United Kingdom

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    London, England, United Kingdom

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    London, United Kingdom

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    London, United Kingdom

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    London, United Kingdom

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    Berlin, Germany

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    Oxford, United Kingdom

Education

  • University of Oxford Graphic

    University of Oxford

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    I studied for my DPhil (PhD) in mathematics at Somerville College, Cambridge. The title of my PhD thesis is "Electronic Trading in the Foreign Exchange Market". I was supervised by Prof. Mason Porter and Prof. Sam Howison.

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    I studied Part III (CASM) of the Mathematical Tripos at Magdalene College, Cambrige.

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    Secondary Education

Publications

  • Limit Order Books

    Quantitative Finance

    Limit order books (LOBs) match buyers and sellers in more than half of the world’s financial markets. This survey highlights the insights that have emerged from the wealth of empirical and theoretical studies of LOBs. We examine the findings reported by statistical analyses of historical LOB data and discuss how several LOB models provide insight into certain aspects of the mechanism. We also illustrate that many such models poorly resemble real LOBs and that several well-established empirical…

    Limit order books (LOBs) match buyers and sellers in more than half of the world’s financial markets. This survey highlights the insights that have emerged from the wealth of empirical and theoretical studies of LOBs. We examine the findings reported by statistical analyses of historical LOB data and discuss how several LOB models provide insight into certain aspects of the mechanism. We also illustrate that many such models poorly resemble real LOBs and that several well-established empirical facts have yet to be reproduced satisfactorily. Finally, we identify several key unresolved questions about LOBs.

    Other authors
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  • Bridging the Gap to University Mathematics

    Springer

    Bridging the Gap to University Mathematics helps to ease the transition between school/college and university mathematics by (re)introducing readers to a range of topics that they will meet in the first year of a degree course in the mathematical sciences, refreshing their knowledge of basic techniques and focussing on areas that are often perceived as the most challenging.

    Other authors
    • Edward Hurst
    See publication

Languages

  • English

    Native or bilingual proficiency

  • German

    Limited working proficiency

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