Deep differentiable reinforcement learning and optimal trading von Jaisson, Thibault

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ROUGH FRACTIONAL DIFFUSIONS AS SCALING LIMITS OF NEARLY UNSTABLE HEAVY TAILED HAWKES PROCESSES von Jaisson, Thibault, Rosenbaum, Mathieu

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Estimation of slowly decreasing Hawkes kernels: application to high-frequency order book dynamics von Bacry, Emmanuel, Jaisson, Thibault, Muzy, Jean-François

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Performance attribution of machine learning methods for stock returns prediction von Daul, Stéphane, Jaisson, Thibault, Nagy, Alexandra

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Volatility is rough von Gatheral, Jim, Jaisson, Thibault, Rosenbaum, Mathieu

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Market impact as anticipation of the order flow imbalance von Jaisson, Thibault

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LIMIT THEOREMS FOR NEARLY UNSTABLE HAWKES PROCESSES von Jaisson, Thibault, Rosenbaum, Mathieu

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An introduction to econophysics and quantitative finance von Garivier, Aurélien, Chicheportiche, Rémy, Jaisson, Thibault, Mastromatteo, Iacopo, Vargas, Vincent

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Deep differentiable reinforcement learning and optimal trading von Jaisson, Thibault

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Limit theorems for nearly unstable Hawkes processes von Thibault Jaisson, Rosenbaum, Mathieu

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Deep differentiable reinforcement learning and optimal trading von Thibault Jaisson

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Liquidity and Impact in Fair Markets von Jaisson, Thibault

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Market impact as anticipation of the order flow imbalance von Jaisson, Thibault

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Rough fractional diffusions as scaling limits of nearly unstable heavy tailed Hawkes processes von Jaisson, Thibault, Rosenbaum, Mathieu

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The different asymptotic regimes of nearly unstable autoregressive processes von Jaisson, Thibault, Rosenbaum, Mathieu

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Liquidity and Impact in Fair Markets von Thibault Jaisson

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Market impact as anticipation of the order flow imbalance von Thibault Jaisson

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The Different Asymptotic Regimes of Nearly Unstable Autoregressive Processes von Jaisson, Thibault, Rosenbaum, Mathieu

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Estimation of slowly decreasing Hawkes kernels: Application to high frequency order book modelling von Bacry, Emmanuel, Jaisson, Thibault, Muzy, Jean-Francois

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Rough fractional diffusions as scaling limits of nearly unstable heavy tailed Hawkes processes von Thibault Jaisson, Rosenbaum, Mathieu

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