XVII Workshop on Quantitative Finance -- Session on LIQUIDITY, VOLATILITY AND TRADING II (Sala Azzurra)
Parallel Sessions
29 January 2016 - 29 January 2016Current List of Participants (See Documents)
Michael Heinrich Baumann
Communication: Positive Expected Feedback Trading Gain for all Essentially Linearly Representable Prices .
Giacomo Bormetti
Scuola Normale Superiore, PisaCommunication: The Mixture Transition Distribution model for market impact and price dynamics .
Jean-Philippe Bouchaud
Communication: The Mixture Transition Distribution model for market impact and price dynamics .
Lars Grüne
Communication: Positive Expected Feedback Trading Gain for all Essentially Linearly Representable Prices .
Fabrizio Lillo
Scuola Normale Superiore, PisaCommunication: The Mixture Transition Distribution model for market impact and price dynamics .
Cecilia Mancini
Communication: Truncated Realized Covariance when prices have infinite variation jumps.
Damian Eduardo Taranto
Communication: The Mixture Transition Distribution model for market impact and price dynamics .
Bence Toth
Communication: The Mixture Transition Distribution model for market impact and price dynamics .