Model-free Analysis of Dynamic Trading Strategies
Ananova, A
Cont, R
Xu, R
(05 Nov 2020)
doi:10.48550/arxiv.2011.02870
Scaling Properties of Deep Residual Networks
Cohen, A
Cont, R
Rossier, A
Xu, R
(25 May 2021)
doi:10.48550/arxiv.2105.12245
Quadratic variation along refining partitions: Constructions and Examples
Cont, R
Das, P
(26 Sep 2021)
doi:10.48550/arxiv.2109.12635
Universal features of price formation in financial markets: perspectives from deep learning
Sirignano, J
Cont, R
Machine Learning and AI in Finance
5-15
(29 Jan 2021)
doi:10.4324/9781003145714-2
Stochastic Market Microstructure Models of Limit Order Books (abstract only)
Maglaras, C
Cont, R
Pushing the Boundaries: Frontiers in Impactful OR/OM Research
(11 Nov 2020)
doi:10.1287/educ.2020.0222
Fractional Ito calculus
Cont, R
Jin, R
(27 Nov 2021)
doi:10.48550/arxiv.2111.13979
Rough volatility: fact or artefact?
Cont, R
Das, P
(24 Mar 2022)
doi:10.48550/arxiv.2203.13820
Convergence and Implicit Regularization Properties of Gradient Descent for Deep Residual Networks
Cont, R
Rossier, A
Xu, R
(14 Apr 2022)
doi:10.48550/arxiv.2204.07261
Dynamics of Market Making Algorithms in Dealer Markets: Learning and Tacit Collusion
Cont, R
XIONG, W
(01 Jan 2022)
doi:10.2139/ssrn.4119858
Fast and Slow Optimal Trading with Exogenous Information
Cont, R
Micheli, A
Neuman, E
(04 Oct 2022)
doi:10.48550/arxiv.2210.01901