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