Margaret Armstrong

Cerna Mines-Paristech

Professor

60 bd St Michel

Paris, 75006

France

FGV EMAp

Professor

190 Praia de Botafogo

Rio de Janeiro, 22250-900

Brazil

SCHOLARLY PAPERS

6

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CITATIONS

1

Scholarly Papers (6)

1.

Predicting Break-Points in Trading Strategies with Twitter

Number of pages: 11 Posted: 02 Oct 2010 Last Revised: 05 Oct 2014
Arnaud Vincent and Margaret Armstrong
École Nationale Supérieure des Mines de Paris and Cerna Mines-Paristech
Downloads 1,292 (9,475)
Citation 1

Abstract:

Twitter, breakpoints, Forex, genetic algorithms, high frequency trading

2.

Dynamic Copula Processes

Number of pages: 33 Posted: 27 May 2010
Alain G. Galli, Margaret Armstrong and Daniel Totouom
Cerna Mines-Paristech, Cerna Mines-Paristech and BNP Paribas
Downloads 209 (110,556)

Abstract:

Key words: Copulas, Archimedean, Tail dependence, Pearson process, Affine processes, CIR process, multivariate Laplace transform

3.

Value of Flexibility for an NGCC When Arbitraging between Physical and Financial Options

Number of pages: 19 Posted: 07 Sep 2011
Alain G. Galli, Albert Codinach and Margaret Armstrong
Cerna Mines-Paristech, École Nationale Supérieure des Mines de Paris - Centre d'Économie Industrielle (CERNA) and Cerna Mines-Paristech
Downloads 46 (304,725)

Abstract:

flexible operating strategy, trivariate model, gas, electricity, CO2, stochastic volatility, futures contracts, day ahead, two step approximation, technical optimisation, financial optimisation, technical constraints, efficiency, ramp-up

4.

Optimal Recharging Strategy for Battery-Switch Stations for Electric Vehicles in France

Number of pages: 31 Posted: 03 Nov 2012
Cerna Mines-Paristech, Mines-Paristech, affiliation not provided to SSRN, Cerna Mines-Paristech and affiliation not provided to SSRN
Downloads 43 (312,823)

Abstract:

5.

How Resource-Poor Countries in Asia are Securing Stable Long-Term Reserves: Comparing Japan's and South Korea's Approaches

Resources Policy, Vol. 47, No. 1, 2016
Number of pages: 10 Posted: 17 Jun 2016
Margaret Armstrong, Rafael D'Arrigo, Carlos Petter and Alain G. Galli
Cerna Mines-Paristech, Federal University of Rio Grande do Sul (UFRGS/PPGA), Federal University of Rio Grande do Sul (UFRGS/PPGA) and Cerna Mines-Paristech
Downloads 0 (434,697)

Abstract:

copper, LNG, JBIC, KNOC, KORES, wasting taxpayers’ money

6.

Tracking the Diffusion of Plurigaussian Simulations within Academia and into Industry: Retrospective Case-Study on a Discovery in the Earth Sciences

Number of pages: 23 Posted: 16 Jun 2016
Margaret Armstrong, Angelo Mondaini and Sabrina Camargo
Cerna Mines-Paristech, Rio de Janeiro State University and Getulio Vargas Foundation (FGV) - EMAp - School of Applied Mathematics
Downloads 0 (429,469)

Abstract:

University-Industry Interaction, Technology Diffusion, Google Scholar Citations, Earth Sciences