Poster Presentations


The Poster Session at “Market Microstructure: The CFM-Imperial Workshop 2017” will be held on Tuesday 12th December from 12.00pm.

The confirmed Poster Presenters are:

  • Mikolaj Binkowski (Imperial College London)Endogenous Dynamics of Intra-Day Liquidity
  • Frederic Bucci (Scuola Normale Superiore di Pisa)Compact Study with Ancerno Metaorders
  • Chloe Lacombe (Imperial College London)Asymptotic Behaviour of Randomised Fractional Volatility Models
  • Maxime Morariu Patrichi (Imperial College London)Limit Order Book Modelling With State-Dependent Hawkes Processes
  • Felix Patzelt (University of Bremen)Universal Nonlinear Features of Intra-Day Price Dynamics
  • Leandro Sánchez Betancourt (University of Oxford) – Overcoming Latency in the Targeting of Fill Ratios
  • Michael Schneider (Scuola Normale Superiore di Pisa & Deutsche Bundesbank)Why Do Dealers Trade Over-the-Counter?
  • Renyuan Xu (University of California at Berkeley)Price Formation of Corporate Bonds and Best Execution Analysis
  • Farshid Zoghalachi (University of Toronto)A Game Theoretic Approach to Asset Price Formation and Optimal Execution