Dr Leandro Sanchez Betancourt

Cartea, Á., & Sánchez-Betancourt, L. (2023). Optimal Execution with Stochastic Delay. Finance and Stochastics 27(1), 1-47

Höglund, M., Ferrucci, E., Hernández, C., Muguruza Gonzalez, A., Salvi, C., Sánchez-Betancourt, L., & Zhang, Y. (2023). A Neural RDE approach for continuous-time non-Markovian stochastic control problems. Workshop on New Frontiers in Learning, Control, and Dynamical Systems at the International Conference on Machine Learning (ICML), Honolulu, Hawaii, USA, 2023.

Cartea, Á., Jaimungal, S., & Sánchez-Betancourt, L. (2023). Reinforcement Learning for Algorithmic Trading. In Machine Learning and Data Sciences for Financial Markets: A guide to contemporary practices. Edited by C.-A. Lehalle and A. Capponi. Cambridge University Press.

Cartea, Á., Perez Arribas, I., & Sánchez-Betancourt, L. (2022). Double-Execution Strategies using Path Signatures. SIAM Journal on Financial Mathematics 13 (4), 1379–1417

Cartea, Á., Jaimungal, S., & Sánchez-Betancourt, L. (2021). Latency and Liquidity Risk. International Journal of Theoretical and Applied Finance 24 (06n07), 1-37.

Forde, M., Sánchez-Betancourt, L., & Smith, B. (2021). Optimal Trade Execution for Gaussian Signals with Power-law Resilience. Quantitative Finance, 22 (3), 585-596. 

Bouzianis, G., Hughston, L. P., Jaimungal, S., & Sánchez-Betancourt, L. (2021). Lévy-Ito Models in Finance. Probability Surveys 18, 132-178.

Cartea, Á., & Sánchez-Betancourt, L. (2021). The Shadow Price of Latency: Improving Intraday Fill Ratios in Foreign Exchange Markets. SIAM Journal on Financial Mathematics 12 (1), 254-294.

Hughston, L. P., & Sánchez-Betancourt, L. (2020). Pricing with Variance Gamma Information. Risks 8 (4), 105.