Oxford Working Papers in Mathematical and Computational Finance: 2025
25-01 Market Making with Fads, Informed, and Uninformed Traders
Authors: Emilio Barucci, Adrien Mathieu, Leandro Sánchez-Betancourt
25-02 Anonymity, Signaling, and Collusion in Limit Order Books
Authors: Álvaro Cartea, Patrick Chang and Rob Graumans
25-03 Adaptive-Robust Portfolio Optimisation
Authors: Theerawat Bhudisaksang, Álvaro Cartea and Leandro Sánchez-Betancourt
25-04 How to reduce risk by increasing risk
Authors: Martin Herdegen, Nazem Khan, Cosimo Munari
25-05 Wasserstein distributional adversarial training for deep neural networks
Authors: Xingjian Bai, Guangyi He, Yifan Jiang, Jan Obloj
25-06 Homogenization and Mean-Field Approximation for Multi-Player Games
Authors: Rama Cont, Anran Hu
25-07 A Simple Strategy to Deal with Toxic Flow
Authors: Álvaro Cartea, Leandro Sánchez-Betancourt
25-08 Alpha in Analysts
Authors: Álvaro Cartea, Qi Jin
25-09 Volume Shocks and Overnight Returns
Authors: Álvaro Cartea, Mihai Cucuringu, Qi Jin, Mungo Ivor Wilson
25-10 The Limited Virtue of Complexity in a Noisy World
Authors: Álvaro Cartea, Qi Jin, Yuantao Shi
25-11 Equilibrium Reward for Liquidity Providers in Automated Market Makers
Authors: Alif Aqsha, Philippe Bergault, Leandro Sánchez-Betancourt