Videos

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Dynamic optimal execution in a mixed-market-impact Hawkes price model Thumbnail

Dynamic optimal execution in a mixed-market-impact Hawkes price model

Presenter
  • Aurelien Alfonsi
April 13, 2015
IPAM
A new approach to the sensitivity conjecture Thumbnail

A new approach to the sensitivity conjecture

Presenter
  • Michael Saks
April 13, 2015
IAS

Limit shapes for interacting particle systems and their universal fluctuations

Presenter
  • Patrick Ferrari
April 13, 2015
ICERM
Market Microstructure in Practice: Why and how to trade optimally in a fragmented market - (Part 3) Thumbnail

Market Microstructure in Practice: Why and how to trade optimally in a fragmented market - (Part 3)

Presenter
  • Charles Lehalle
April 13, 2015
IPAM

Solving interacting particle systems by Fourier-like transforms

Presenter
  • Leonid Petrov
April 13, 2015
ICERM
Fixed- and Variable-Length Data Compression at Finite Blocklength Thumbnail

Fixed- and Variable-Length Data Compression at Finite Blocklength

Presenter
  • Victoria Kostina
April 13, 2015
IMA
Market Microstructure in Practice: Why and how to trade optimally in a fragmented market - (Part 2) Thumbnail

Market Microstructure in Practice: Why and how to trade optimally in a fragmented market - (Part 2)

Presenter
  • Charles Lehalle
April 13, 2015
IPAM

Stochastic quantum integrable systems

Presenter
  • Ivan Corwin
April 13, 2015
ICERM
Correlation Distillation Thumbnail

Correlation Distillation

Presenter
  • Elchanan Mossel
April 13, 2015
IMA
Market Microstructure in Practice: Why and how to trade optimally in a fragmented market - (Part 1) Thumbnail

Market Microstructure in Practice: Why and how to trade optimally in a fragmented market - (Part 1)

Presenter
  • Charles Lehalle
April 13, 2015
IPAM
Information and Statistics Thumbnail

Information and Statistics

Presenter
  • Andrew Barron
April 13, 2015
IMA
Entropy and Thinning of Discrete Random Variables Thumbnail

Entropy and Thinning of Discrete Random Variables

Presenter
  • Oliver Johnson
April 13, 2015
IMA