London
United Kingdom
news sentiment, news impact, efficient market hypothesis daily trading, predictive analytics, asset returns, volatility of assets, liquidity of assets, GARCH model, bid-ask spread, news metadata, market data, volatility pumping, Kelly strategy
Multivariate HMM, Filtering, Regime switching model, Portfolio optimization
Greeks, Malliavin calculus, Stochastic volatility
Heston model, employee stock options, subjective market beliefs, tree model, performance hurdle
news sentiment, news impact score, trading strategies, volatility, liquidity
Option valuation, Heston model, two-factor Hull-White model, Stochastic volatility, Stochastic interest rate, Analytic solution
Heston Model, American Options, Moment Matching, Correlation, Tree Method