Zobrazeno 1 - 5
of 5
pro vyhledávání: '"Anane, Marouane"'
Autor:
Anane, Marouane
Le but de cette thèse est de répondre au vrai besoin de prédire les fluctuations futures des prix d'actions. En effet, l'aléatoire régissant ces fluctuations constitue pour des acteurs de la finance, tels que les Market Maker, une des plus grand
Externí odkaz:
http://www.theses.fr/2015ECAP0017/document
Autor:
Anane, Marouane
Publikováno v:
Autre. Ecole Centrale Paris, 2015. Français. ⟨NNT : 2015ECAP0017⟩
The aim of this thesis is to address the real need of predicting the prices of stocks. In fact, the randomness governing the evolution of prices is, for financial players like market makers, one of the largest sources of risk. In this context, we hig
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______2592::73145ad15d26c4d0490bf1921bcb2b6a
https://theses.hal.science/tel-01158671
https://theses.hal.science/tel-01158671
Autor:
Anane, Marouane, Abergel, Frédéric
The aim of this study is to quantify the low latency advantage of High Frequency Trading (HFT) and to compute, empirically, an optimal holding period of a HF trader. Critics claim that low latency leads to information asymmetry victimizing retail inv
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::f244efaaeb8cf1db81319b5e85a0a009
https://hal.archives-ouvertes.fr/hal-01006401/document
https://hal.archives-ouvertes.fr/hal-01006401/document
Autor:
Anane, Marouane, Abergel, Frédéric
Publikováno v:
Econophysics & Data Driven Modelling of Market Dynamics; 2015, p3-66, 64p
