Principled interpolation of Green's functions learned from data
Praveen, H
Boullé, N
Earls, C
Computer Methods in Applied Mechanics and Engineering
volume 409
(01 May 2023)
Optimal cross-border electricity trading
Cartea, Á
Flora, M
Vargiolu, T
Slavov, G
SIAM Journal on Financial Mathematics
volume 13
issue 1
262
(14 Mar 2022)
Optimal Execution of Foreign Securities: A Double-Execution Problem with Signatures and Machine Learning
Cartea, Á
Arribas, I
Sánchez-Betancourt, L
(01 Jan 2020)
Market Making with Alpha Signals
Cartea, Á
Wang, Y
(01 Jan 2019)
Adaptive Robust Control in Continuous-Time
Bhudisaksang, T
Cartea, Á
SSRN Electronic Journal
(01 Jan 2020)
Online Drift Estimation for Jump-Diffusion Processes
Bhudisaksang, T
Cartea, Á
SSRN Electronic Journal
(01 Jan 2020)
Latency and Liquidity Risk
Cartea, Á
Jaimungal, S
Sánchez-Betancourt, L
(01 Jan 2019)
Hedge and Speculate: Replicating Option Payoffs with Limit and Market Orders
Cartea, Á
Gan, L
Jaimungal, S
(01 Jan 2017)
Brain Activity and Aggressive Behavior of Online Gamers
Ke, G
Tan, R
Palmer, S
International Journal of Cyber Behavior, Psychology and Learning
volume 12
issue 1
(01 Jan 2022)