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Seminars (INIW93)

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Event When Speaker Title
INIW93 19th November 2013
09:00 to 09:50
O Linton The Impact of Computer-Based Trading on Market Quality and Some Policy Responses
INIW93 19th November 2013
09:50 to 10:40
S Jaimungal Robust Market Making
INIW93 19th November 2013
11:00 to 11:50
T Pennanen Optimal investment and contingent claim valuation under temporary price impacts and margin requirements
INIW93 19th November 2013
11:50 to 12:40
Z Ghahramani Modern Bayesian machine learning methods and their application to finance and econometrics
INIW93 19th November 2013
14:00 to 14:50
R Almgren Using a Market Simulator to Develop High-Frequency Execution Algorithms
INIW93 19th November 2013
14:50 to 15:40
D Sornette Diagnostic and forecast of future bubbles and crashes
INIW93 20th November 2013
09:00 to 09:50
P Collin-Dufresne Do empirical (high and low frequency) measures of price impact capture informed trading?
INIW93 20th November 2013
09:50 to 10:40
R Cont Intraday ecology of electronic limit order market: empirical evidence and multiscale modelling
INIW93 20th November 2013
11:00 to 11:50
E Bayraktar Fundamental Theorem of Asset Pricing under Transaction costs and Model uncertainty
INIW93 20th November 2013
11:50 to 12:40
A Cartea Algorithmic Trading with Learning: Informed versus Uninformed
INIW93 20th November 2013
14:00 to 14:50
T Foucault News Trading and Speed
INIW93 20th November 2013
14:50 to 15:40
J-P Zigrand Liquidity resilience in the limit order book with survival models
INIW93 20th November 2013
16:00 to 16:50
J Penalva Ultra-Fast Activity and Market Quality
INIW93 21st November 2013
09:00 to 09:50
U Horst Smooth solutions to portfolio liquidation problems under price-sensitive market impact
INIW93 21st November 2013
09:50 to 10:40
P Protter Liquidity Suppliers and High Frequency Trading
INIW93 21st November 2013
11:00 to 11:50
R Payne Fast Aggressive Trading
University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons