Peng Cheng: Equity Alpha Signals From High Frequency Option Databy Admin2023-02-102023-03-01 Recent 42 views FacebookTwitterLinkedinPin ItWhatsApp You may also like 1:40 Sasha Stoikov: Where Market Making Meets Market Microstructure Recent 53 views 1:25 Warren B Powell: From Reinforcement Learning to Sequential Decisions Recent 43 views 1:33 QDC Seminar: Paul Bilokon & Ruijie Xiong : Databases in finance: beyond SQL, towards BD and HFT Recent 130 views 0:55 QDC Seminar: Saeed Amen: Visualisation for financial markets in Python Recent 210 views 1:17 MLI Seminar: David Foster: DALL.E 2: Text-to-image generation Recent 71 views 3:03 The Hudson & Thames / Thalesians Evening Conference on Algorithmic Trading & Machine Learning Recent 157 views 1:20 Michael Kearns – Differentially Private Call Auctions and Market Impact Recent 42 views 1:11 Uwe Wystup: Mixed Local Volatility Models for FX Derivatives Recent 85 views 1:33 Ira Baxter: Automated transformation for software (re)engineering using DMS Recent 37 views 1:03 Agatha Murgoci: Time Inconsistent Optimal Control in Finance Recent 72 views 1234»Page 1 of 4