Videos

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Order Book Model and Related Optimal Liquidation Problem Thumbnail

Order Book Model and Related Optimal Liquidation Problem

Presenter
  • Jin Ma
April 17, 2015
IPAM
Trading Frictions in High Frequency Markets Thumbnail

Trading Frictions in High Frequency Markets

Presenter
  • René Carmona
April 17, 2015
IPAM
Hawkes-type HFT implies price impact Thumbnail

Hawkes-type HFT implies price impact

Presenter
  • Dmytro Karabash
April 16, 2015
IPAM
Optimal Portfolio Liquidation in Target Zone Models and Catalytic Superprocesses Thumbnail

Optimal Portfolio Liquidation in Target Zone Models and Catalytic Superprocesses

Presenter
  • Eyal Neuman
April 16, 2015
IPAM
Dark-pool perspective of optimal market making Thumbnail

Dark-pool perspective of optimal market making

Presenter
  • Maria Alessandra Crisafi
April 16, 2015
IPAM
Stationary distributions in Poisson limit order book models Thumbnail

Stationary distributions in Poisson limit order book models

Presenter
  • Ioane Muni Toke
April 16, 2015
IPAM
Estimating the cost of latency in trading Thumbnail

Estimating the cost of latency in trading

Presenter
  • Sasha Stoikov
April 16, 2015
IPAM
Volatility is rough Thumbnail

Volatility is rough

Presenter
  • Mathieu Rosenbaum
April 16, 2015
IPAM
A dynamic approach for some time inconsistent problems Thumbnail

A dynamic approach for some time inconsistent problems

Presenter
  • Jianfeng Zhang
April 15, 2015
IPAM
An optimal trading problem in intraday electricity markets (Pham) Thumbnail

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 Thumbnail

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 Thumbnail

Too Fast or Too Slow? Determining the Optimal Speed of Financial Markets

Presenter
  • Austin Gerig
April 15, 2015
IPAM