Saad Labyad

University of Oxford - Mathematical Institute

PhD Candidate

Radcliffe Observatory, Andrew Wiles Building

Woodstock Rd

Oxford, Oxfordshire OX2 6GG

United Kingdom

University of Oxford - Oxford-Man Institute of Quantitative Finance

PhD Candidate

Eagle House

Walton Well Road

Oxford, Oxfordshire OX2 6ED

United Kingdom

  • University of Oxford - Mathematical Institute

  • University of Oxford - Oxford-Man Institute of Quantitative Finance

SCHOLARLY PAPERS

2

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Ideas:
“  My current research interests lie in point processes and their applications to study high frequency financial data.  ”

  • University of Oxford - Mathematical Institute

  • University of Oxford - Oxford-Man Institute of Quantitative Finance

Scholarly Papers (2)

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1.

Statistical Predictions of Trading Strategies in Electronic Markets

Number of pages: 55 Posted: 12 May 2023 Last Revised: 16 May 2023
Álvaro Cartea, Samuel N. Cohen, Rob Graumans, Saad Labyad, Leandro Sánchez-Betancourt and Leon van Veldhuijzen
University of Oxford, University of Oxford - Mathematical Institute, University of Oxford - Oxford-Man Institute of Quantitative Finance, University of Oxford - Mathematical Institute, Mathematical Institute, University of Oxford and Autoriteit Financiële Markten (AFM)
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Abstract:

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trading behaviour, proprietary trading data, limit order books, machine learning, statistical models

2.

Gradient-based estimation of linear Hawkes processes with general kernels

Number of pages: 51 Posted: 23 Nov 2021
Álvaro Cartea, Samuel N. Cohen and Saad Labyad
University of Oxford, University of Oxford - Mathematical Institute and University of Oxford - Mathematical Institute
Downloads 398 (128,625)

Abstract:

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Hawkes processes, stochastic gradient descent, point processes, Monte Carlo methods, adaptive stratified sampling.