HIGH FREQUENCY TRADING

Date: March 2, 2017

Time: 17h-19h.

Place: Maison des Sciences Economiques, 106 Bd de l’Hôpital, 75013 Paris Room 116

 

Speaker: Charles-Albert Lehalle (CFM and Imperial College)

1- A quantitative perspective on high-frequency trading.

2- Mean field game of controls and an application to trade crowding.