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Signatures, tensor decompositions, and nonlinear algebra
Presenter
Anna Seigal
July 9, 2021
ICERM
The Kikuchi Hierarchy and Tensor PCA
Presenter
Alex Wein
May 3, 2021
IPAM
Connecting Order Flow with Execution Costs
Presenter
Michael Ludkovski
April 14, 2015
IPAM
A Closed-Form Execution Strategy to Target VWAP
Presenter
Alvaro Cartea
April 14, 2015
IPAM
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