Videos

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Volatility is rough Thumbnail

Volatility is rough

Presenter
  • Mathieu Rosenbaum
April 16, 2015
IPAM
Market making and incentives design in the presence of a dark pool: a deep reinforcement learning approach Thumbnail

Market making and incentives design in the presence of a dark pool: a deep reinforcement learning approach

Presenter
  • Mathieu Rosenbaum
May 23, 2022
IMSI