
Charles-Albert Lehalle
19
Documents
Publications
Publications
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Optimization and statistical methods for high frequency financeSMAI 2013, May 2013, Seignosse, France. pp.219 - 228, ⟨10.1051/proc/201445022⟩
Communication dans un congrès
hal-01102785
v1
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Market microstructure: confronting many viewpointsWiley, pp.254, 2012, 978-1-119-95241-1. ⟨10.1002/9781118673553⟩
Ouvrages
hal-00872398
v1
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Optimal trading using signals2019
Pré-publication, Document de travail
hal-02011535
v1
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A mean field game of portfolio trading and its consequences on perceived correlations2019
Pré-publication, Document de travail
hal-02003143
v1
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Optimal starting times, stopping times and risk measures for algorithmic trading2012
Pré-publication, Document de travail
hal-00705056
v1
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Optimal Portfolio Liquidation with Limit Orders2011
Pré-publication, Document de travail
hal-00628533
v1
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Dealing with the Inventory Risk2011
Pré-publication, Document de travail
hal-00628528
v1
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Optimal trading algorithms and selfsimilar processes: a p-variation approach2010
Pré-publication, Document de travail
hal-00546145
v1
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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 : ⟩
Thèse
tel-00009592
v1
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Mathematical Models to Study and Control the Price Formation ProcessTrading and Market Microstructure [q-fin.TR]. Université Pierre et Marie Curie, 2015
HDR
tel-01248473
v1
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