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Optimal Execution and Sochastic Approximation : Learning by Trading
Presenter
- Sophie Laruelle
April 14, 2015
IPAM
Mathematical properties of limit order books modelled by Hawkes processes
Presenter
- Frederic Abergel
April 14, 2015
IPAM
Dynamics of order positions and related queues in limit order books
Presenter
- Xin Guo
April 14, 2015
IPAM
Dynamic optimal execution in a mixed-market-impact Hawkes price model
Presenter
- Aurelien Alfonsi
April 13, 2015
IPAM
Market Microstructure in Practice: Why and how to trade optimally in a fragmented market - (Part 3)
Presenter
- Charles Lehalle
April 13, 2015
IPAM
Market Microstructure in Practice: Why and how to trade optimally in a fragmented market - (Part 2)
Presenter
- Charles Lehalle
April 13, 2015
IPAM
Market Microstructure in Practice: Why and how to trade optimally in a fragmented market - (Part 1)
Presenter
- Charles Lehalle
April 13, 2015
IPAM
A model for rioting activity: shocks, diffusion, and thresholds
Presenter
- Nancy RodrÃguez
April 9, 2015
IPAM