Charles-Albert Lehalle
22
Documents
Publications
Publications
|
|
Optimization and statistical methods for high frequency financeSMAI 2013, May 2013, Seignosse, France. pp.219 - 228, ⟨10.1051/proc/201445022⟩ |
Market microstructure: confronting many viewpointsWiley, pp.254, 2012, 978-1-119-95241-1. ⟨10.1002/9781118673553⟩ |
|
|
Competition among seaports through Mean Field Games and real-world data2025 |
|
|
Optimal trading using signals2019 |
|
|
A mean field game of portfolio trading and its consequences on perceived correlations2019 |
|
|
Optimal starting times, stopping times and risk measures for algorithmic trading2012 |
|
|
Optimal Portfolio Liquidation with Limit Orders2011 |
|
|
Dealing with the Inventory Risk2011 |
|
|
Optimal trading algorithms and selfsimilar processes: a p-variation approach2010 |
|
|
Le contrôle non linéaire par réseaux de neurones formels: les perceptrons affines par morceauxMathématiques [math]. Université Pierre et Marie Curie - Paris VI, 2005. Français. ⟨NNT : ⟩ |
|
|
Mathematical Models to Study and Control the Price Formation ProcessTrading and Market Microstructure [q-fin.TR]. Université Pierre et Marie Curie, 2015 |
Chargement...
Chargement...