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Mathieu Rosenbaum
Mathieu Rosenbaum
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Disciplines:
Applied mathematics
Mathematics
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Thesis:
Étude de quelques problèmes d'estimation statistique en finance
Directed Thesis:
Quantitative finance at the microstructure scale : algorithmic trading and regulation
Some aspects of the central role of financial market microstructure : Volatility dynamics, optimal trading and market design
Optimal control, statistical learning and order book modelling
High-frequency trading : statistical analysis, modelling and regulation
Dynamique des carnets d’ordres : analyse statistique, modélisation et prévision