Current Talks

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Stochastic Liquidity as a Proxy for Nonlinear Price Impact
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Prediction and testing of mixtures of translated features
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06.03.2023 16:45
 

Stochastic Liquidity as a Proxy for Nonlinear Price Impact

Johannes Muhle-Karbe (Imperial College London, United Kingdom)
27.03.2023 16:45
 

Prediction and testing of mixtures of translated features

Cristina Butucea (CREST, ENSAE, IP Paris, France)