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A Markov Model of a Limit Order Book: Thresholds, Recurrence, and Trading Strategies
Presenter
- Frank Kelly
June 25, 2015
IMA
Semidefinite optimization for geometric packing problems
Presenter
- Frank Vallentin
June 2, 2014
ICERM
The Bloch Kato Conjecture for some Adjoint Selmer Groups
Presenter
- Frank Calegari
April 12, 2014
SLMath