Ch. de la Crétaux 33
Gland, Vaud 1196
Switzerland
Swissquote Bank
Trading, Investor behavior, Learning, Rationality
Inventory Management, Market Making, Transaction Costs
Liquidity, Foreign Exchange, OTC markets, Price Impact, Market Power
order flow, lead-lag, machine learning, prediction, networks
Optimal Portfolio Choice, Transaction Costs, Hedging, Drawdown Constraints
tokens, ICO, optimal execution
Time Reversal Asymmetry, Statistically Validated Networks, Lead-Lag Networks