Videos

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Central Limit Theorem for discrete log-gases

Presenter
  • Vadim Gorin
April 16, 2015
ICERM
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

Evolution and phenotypic selection of cancer stem cells

Presenter
  • Jan Poleszczuk
April 16, 2015
MBI
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

Subgaussian Rates of Convergence in First Passage Percolation

Presenter
  • Ken Alexander
April 16, 2015
ICERM

Metastability and interface motion in disordered media

Presenter
  • Thierry Bodineau
April 16, 2015
ICERM
On Talagrand's Convolution Conjecture in Gaussian Space Thumbnail

On Talagrand's Convolution Conjecture in Gaussian Space

Presenter
  • Ronen Eldan
April 16, 2015
IMA
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

Random Walk in a one-dimensional Levy random environment

Presenter
  • Alessandra Bianchi
April 16, 2015
ICERM