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An optimal trading problem in intraday electricity markets (Pham)
Presenter
- Huyên Pham
April 15, 2015
IPAM
Using a simulator to develop futures and bond algorithms
Presenter
- Robert Almgren
April 15, 2015
IPAM
Too Fast or Too Slow? Determining the Optimal Speed of Financial Markets
Presenter
- Austin Gerig
April 15, 2015
IPAM
Mean-Field Game Strategies for a Major-Minor Agent Optimal Execution Problem
Presenter
- Sebastian Jaimungal
April 15, 2015
IPAM
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