lehalle's library 357 articles Export

	A sample-path approach to optimal position liquidation [My Copy] Annals of Operations Research, Vol. 152, No. 1. (1 July 2007), pp. 193-225. by Pavlo Krokhmal, Stanislav Uryasev posted to trading optimal-trading by lehalle on 2009-11-23 12:33:59 as
	Algorithmic Decision-Making Framework [My Copy] Journal of Trading, Vol. 1, No. 1., pp. 12-21. by Robert Kissell, Roberto Malamut posted to trading optimal-trading by lehalle on 2009-11-23 12:30:23 as
	Some Aspects of the Optimal Control of Distributed Parameter Systems (CBMS-NSF Regional Conference Series in Applied Mathematics) [My Copy] (01 January 1987) by J. L. Lions posted to stochastic-control stochastic-calculus control by lehalle on 2009-11-21 13:23:16 as
	A Wavelet Tour of Signal Processing, 3rd ed., Third Edition: The Sparse Way [My Copy] (25 December 2008) by Stephane Mallat posted to wavelets statistics signale-processing by lehalle on 2009-11-21 08:29:32 as along with 4 people sugarexpletive fjanoos tinagruening mdelbra
	Markov Random Field Modeling in Image Analysis (Advances in Pattern Recognition) [My Copy] (10 March 2009) by Stan Z. Li posted to statistics statistical-learning probability bayesian-statistics by lehalle on 2009-11-21 08:21:28 as along with 1 person cpsaltis
	Formal Languages and Compilation (Texts in Computer Science) [My Copy] (31 January 2009) by Stefano C. Reghizzi posted to programming logic by lehalle on 2009-11-21 07:38:19 as
	Making Sense of Data II: A Practical Guide to Data Visualization, Advanced Data Mining Methods, and Applications [My Copy] (03 February 2009) by Glenn J. Myatt, Wayne P. Johnson posted to statistics data-visualization by lehalle on 2009-11-20 20:30:30 as
	Logic and Integer Programming (International Series in Operations Research & Management Science) [My Copy] (21 April 2009) by H. Paul Williams posted to programming computer-science by lehalle on 2009-11-20 19:53:50 as
	Foundations of F# (Expert's Voice in .Net) [My Copy] (30 May 2007) by Robert Pickering posted to programming functional-programming computer-science by lehalle on 2009-11-18 22:25:43 as
	Dirichlet processes, chinese restaurant processes and all that [My Copy] In NIPS 2005 (2005) by Michael I. Jordan posted to statistics statistical-learning bayesian-statistics by lehalle on 2009-11-18 22:11:03 as
	Elements of Computation Theory (Texts in Computer Science) [My Copy] (26 June 2009) by Arindama Singh posted to computer-science by lehalle on 2009-11-16 21:54:30 as
	The Mathematics of Financial Modeling and Investment Management (Frank J. Fabozzi Series) [My Copy] (29 March 2004) by Sergio M. Focardi, Frank J. Fabozzi posted to portfolio finance by lehalle on 2009-11-15 21:48:17 as along with 2 people svbcrypto danfcook
	Corporate Financial Distress and Bankruptcy: Predict and Avoid Bankruptcy, Analyze and Invest in Distressed Debt , 3rd Edition [My Copy] (02 December 2005) by Edward I. Altman, Edith Hotchkiss posted to finance by lehalle on 2009-11-15 21:41:31 as
	Micro-Macro-Interactions: In Structured Media and Particle Systems [My Copy] (17 November 2008) posted to science multiscale-analysis by lehalle on 2009-11-15 21:40:44 as
	Sequential Approximate Multiobjective Optimization Using Computational Intelligence (Vector Optimization) [My Copy] (12 May 2009) by Hirotaka Nakayama, Yeboon Yun, Min Yoon posted to science problem-solving mathematics by lehalle on 2009-11-15 21:33:56 as
	Robust Portfolio Optimization and Management (Frank J Fabozzi Series) [My Copy] by Frank J. Fabozzi, Petter N. Kolm, Dessislava Pachamanova, Sergio M. Focardi posted to portfolio finance by lehalle on 2009-11-15 21:24:10 as
	Metaheuristics: From Design to Implementation (Wiley Series on Parallel and Distributed Computing) [My Copy] (22 June 2009) by El-Ghazali Talbi posted to science problem-solving mathematics by lehalle on 2009-11-15 21:11:07 as
	Python Scripting for Computational Science (Texts in Computational Science and Engineering) [My Copy] (13 February 2009) by Hans P. Langtangen posted to programming by lehalle on 2009-11-15 21:05:21 as along with 3 people dawnsong quianominorleo mhpeters
	The Economics of Banking [My Copy] (10 June 2008) by Kent Matthews, John Thompson posted to finance by lehalle on 2009-11-15 20:38:39 as
	The Essentials of Risk Management [My Copy] (14 December 2005) by Michel Crouhy, Dan Galai, Robert Mark, Michel Crouhy, Dan Galai, Robert Mark posted to risk finance by lehalle on 2009-11-15 20:33:01 as along with 1 person euclid
	Basic Econometrics [My Copy] (01 January 2009) by Damodar N. Gujarati posted to finance econometry by lehalle on 2009-11-15 20:29:01 as
	Corporate Governance in Banking [My Copy] posted to finance by lehalle on 2009-11-15 20:26:39 as
	Algorithmic Adventures: From Knowledge to Magic [My Copy] (08 July 2009) by Juraj Hromkovic posted to mathematics algorithm by lehalle on 2009-11-15 20:19:48 as
	Pocket Book of Integrals and Mathematical Formulas, 4th Edition [My Copy] (29 July 1999) by Ronald J. Tallarida posted to mathematics by lehalle on 2009-11-15 20:17:18 as
	International Economic Indicators and Central Banks (Wiley Finance) [My Copy] (09 February 2007) by Anne D. Picker posted to finance by lehalle on 2009-11-15 20:13:14 as
	Options, Futures, and Other Derivatives with Derivagem CD (7th Edition) [My Copy] (18 May 2008) by John C. Hull posted to finance by lehalle on 2009-11-15 19:59:50 as along with 1 person financekev
	Capital Ideas: The Improbable Origins of Modern Wall Street [My Copy] (29 March 1993) by Peter L. Bernstein posted to finance by lehalle on 2009-11-15 19:41:33 as
	Electronic and Algorithmic Trading Technology: The Complete Guide (Complete Technology Guides for Financial Services) [My Copy] (04 July 2007) by Kendall Kim posted to trading by lehalle on 2009-11-15 19:16:36 as
	Ten Statisticians and Their Impacts for Psychologists [My Copy] Perspectives on Psychological Science, Vol. 4, No. 6. (2009), pp. 587-597. by Daniel B. Wright posted to statistics by lehalle on 2009-11-15 19:00:55 as along with 2 people hkreysa sfcheung
	Parameter Estimation for Multivariate Gamma Distributions. Application to image registration [My Copy] (September 2006) by F. Chatelain, J. Y. Tourneret, J. Inglada, A. Ferrari posted to statistics by lehalle on 2009-11-15 16:25:09 as
	A multivariate Gamma distribution and its characterizations [My Copy] (2006) by Mark Carpenter, Norou Diawara posted to statistics by lehalle on 2009-11-15 16:18:09 as
	On Bayesian Inference for Generalized Multivariate Gamma Distribution [My Copy] (27 November 2007) by Sourish Das, Dipak K. Dey posted to statistics by lehalle on 2009-11-15 16:14:16 as
	Remarks on a Multivariate Gamma Distribution [My Copy] The American Mathematical Monthly, Vol. 68, No. 4. (1961), pp. 342-346. by P. R. Krishnaiah, M. M. Rao posted to statistics by lehalle on 2009-11-15 16:08:32 as
	A note on characterizations of the bivariate gamma distribution [My Copy] Journal of Statistical Planning and Inference, Vol. 128, No. 1. (January 2005), pp. 259-269. by C. Chou posted to statistics by lehalle on 2009-11-15 16:06:11 as
	A form of multivariate gamma distribution [My Copy] Annals of the Institute of Statistical Mathematics, Vol. 44, No. 1. (1 March 1992), pp. 97-106. by A. M. Mathal, P. G. Moschopoulos posted to statistics by lehalle on 2009-11-15 15:58:06 as
	Bayesian inference for multivariate gamma distributions [My Copy] Statistics and Computing, Vol. 14, No. 3. (1 August 2004), pp. 223-233. by Efthymios G. Tsionas posted to statistics bayesian-statistics by lehalle on 2009-11-15 15:32:08 as
	Econophysics: Empirical facts and agent-based models [My Copy] (10 Sep 2009) by Anirban Chakraborti, Ioane M. Toke, Marco Patriarca, Frederic Abergel posted to statistics market-model by lehalle on 2009-11-09 17:16:14 as along with 1 person acrmartins
	Introduction to Monte-Carlo Methods for Transport and Diffusion Equations (Oxford Texts in Applied and Engineering Mathematics) [My Copy] (09 October 2003) by B. Lapeyre, E. Pardoux, R. Sentis posted to stochastic-control stochastic-calculus pde by lehalle on 2009-11-03 12:24:33 as
	Probabilistic numerical methods for partial differential equations: Elements of analysis [My Copy] Probabilistic Models for Nonlinear Partial Differential Equations (1996), pp. 148-196. by Denis Talay posted to stochastic-control stochastic-calculus pde by lehalle on 2009-11-03 12:24:04 as
	A central limit theorem for Robbins Monro algorithms with projections [My Copy] (2005) by Jérôme Lelong posted to stochastic-algorithm by lehalle on 2009-11-01 12:10:22 as
	Financial Modelling with Jump Processes (Chapman & Hall/Crc Financial Mathematics Series) [My Copy] (30 December 2003) by Rama Cont, Peter Tankov posted to stochastic-calculus probability jump by lehalle on 2009-11-01 10:21:32 as
	Karl Pearson's meta-analysis revisited [My Copy] (18 Nov 2009) by Art B. Owen posted to stochastic-calculus by lehalle on 2009-11-01 10:05:30 as along with 16 people jake cyounkin abellogin operon tongbing birukou krisl ankurcha eisdur pak RMT cyberwulf dah ansobol mojin mxhf
	Approximating a Diffusion by a Hidden Markov Model [My Copy] (1 Jun 2009) by Ioannis Kontoyiannis, Sean P. Meyn posted to stochastic-algorithm statistics by lehalle on 2009-11-01 07:54:52 as along with 1 person ansobol
	Markov Chains and Stochastic Stability (Cambridge Mathematical Library) [My Copy] (27 April 2009) by Sean Meyn, Richard L. Tweedie posted to stochastic-algorithm statistics by lehalle on 2009-11-01 07:42:26 as
	Stochastic Approximations and Differential Inclusions [My Copy] SIAM J. Control Optim., Vol. 44, No. 1. (2005), pp. 328-348. by Michel Benaïm, Josef Hofbauer, Sylvain Sorin posted to stochastic-algorithm statistics statistical-learning by lehalle on 2009-10-31 17:49:58 as
	Stochastic Approximations and Differential Inclusions, Part II: Applications [My Copy] Math. Oper. Res., Vol. 31, No. 4. (2006), pp. 673-695. by Michel Benaïm, Josef Hofbauer, Sylvain Sorin posted to stochastic-algorithm statistics statistical-learning by lehalle on 2009-10-31 17:49:17 as
	Dynamics of Stochastic Approximations [My Copy] Le Seminaire de Probabilites, Vol. 1709 (1999), pp. 1-68. by Michel Benaïm posted to stochastic-algorithm statistics statistical-learning by lehalle on 2009-10-31 17:48:16 as
	Sequences with low discrepancy. Generalization and application to Robbins-Monro algorithm [My Copy] Statistics, Vol. 21, No. 2. (1990), pp. 251-272. by Gilles Pagès, Bernard Lapeyre, K. Sab posted to stochastic-algorithm statistics robbins-monro by lehalle on 2009-10-31 15:06:09 as
	Option pricing from the point of view of a trader [My Copy] International Journal of Theoretical and Applied Finance, Vol. 9, No. 8. (2009), pp. 1245-1266. by Sacha Stoikov posted to trading stochastic-calculus finance by lehalle on 2009-10-30 06:31:44 as
	Option market making under inventory risk [My Copy] (2009) by Sacha Stoikov, M. Saglam posted to market-making finance algo-trading by lehalle on 2009-10-30 06:23:47 as

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finance	161
statistics	135
stochastic-calculus	57
microstructure	35
trading	34
ref	29
control	27
optimization	22
concurrence	19
marketing	19
statistical-learning	18
probability	17
market-impact	15
portfolio	15
volatility	14
high-frequency	13
optimal-trading	10
stochastic-algorithm	10
mathematics	9
em-algorithm	8
stochastic-control	8
algo-trading	7
arbitrage	6
econometry	6
hedge	6
ann	5
estimation	5
mathematical-statistics	5
quantitative-trading	5
correlations	4
funds	4
kernel	4
market-model	4
monitoring	4
omega	4
order-book	4
programming	4
ratio	4
volumes	4
algorithm	3
bayesian-statistics	3
cds	3
computer-science	3
credit	3
dimension-reduction	3
market-making	3
science	3
tca	3
censored-statistics	2
compression	2
copula	2
cours	2
diagnosis	2
distribution	2
dynamical-systems	2
economy	2
ensae	2
fractal	2
hypothesis-testing	2
innovation	2
jump	2
large-deviations	2
legal	2
pde	2
pricing	2
problem-solving	2
random-matrix	2
risk	2
rules	2
valuation	2
aerospace	1
akaike	1
at	1
automotive	1
basket	1
benford	1
brownian-motion	1
capm	1
combinatorial-geometry	1
complexity	1
covariance	1
credit_default_swap	1
data-visualization	1
density	1
derivatives	1
detection	1
dynamic-programming	1
estimator	1
evolution	1
fun	1
functional-programming	1
game-theory	1
genetical-algorithm	1
interest-rate	1
logic	1
markov_chain	1
matlab	1
measure	1
multiscale-analysis	1
noise	1
numerical-computations	1
options_pricing	1
performance	1
portfolio_optimization	1
publications	1
risk-neutral	1
robbins-monro	1
semidefinite-programming	1
signale-processing	1
simple	1
simulation	1
smart-order-routing	1
spectral-decomposition	1
student	1
tex	1
threshold-crossing	1
value	1
variance	1
vibrations	1
wavelets	1
yield	1

lehalle's library 357 articles Export

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