- Academic Papers
High-Frequency Trading and AI Algorithms
Learning a Functional Control for High-Frequency Finance
Authors: Laura Leal, Mathieu Laurière, Charles-Albert Lehalle
Incorporating Signals into Optimal Trading
Authors: Charles-Albert Lehalle, Eyal Neuman
Efficiency of the Price Formation Process in Presence of High-Frequency Participants: A Mean Field Game Analysis
Authors: Aimé Lachapelle, Jean-Michel Lasry, Charles-Albert Lehalle, Pierre-Louis Lions
Optimal Starting Times, Stopping Times, and Risk Measures for Algorithmic Trading: Target Close and Implementation Shortfall
Authors: Mauricio Labadie, Charles-Albert Lehalle
The Effect of Liquidity on the Spoofability of Financial Markets
Author: Rahul Savani
Market Making with Scaled Beta Policies
Author: Rahul Savani
Trading via Selective Classification
Author: Rahul Savani
Market Making via Reinforcement Learning
Authors: Thomas Spooner, John Fearnley, Rahul Savani, Andreas Koukorinis
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