Brian Tivnan
Chief Engineer, MITRE Corporation
Tivnan, a UVM Complex Systems Institute affiliate, is the Burlington site leader and chief engineer in the Modeling & Simulation Department for the MITRE Corporation, a not-for-profit organization that manages federally funded research and development centers, partnering with government sponsors to support their crucial operational missions. His current research interests include the study of conflict and quantitative finance.
Selected Publications
Fragmentation and inefficiencies in US equity markets: Evidence from the Dow 30
PLOS ONE, Jan. 22, 2020
An agent-based model for financial vulnerability
Journal of Economic Interaction and Coordination, Feb. 13, 2017
Human language reveals a universal positivity bias
Proceedings of the National Academy of Sciences, Feb. 9, 2015
Abrupt rise of new machine ecology beyond human response time
Nature Scientific Reports, Sept. 11, 2013
Selected Press
Small investors bilked out of billions? Tiny price gaps exploited by fast information systems
SciTechDaily, Jan. 23, 2020
The secret stock market run by ultrafast machines
The Verge, Sept. 16, 2013