9:00-9:50 Pete Kyle: Flow Trading
9:50-10:40 Mathieu Rosenbaum: The Two Square-Root Laws of Market Impact and the Role of Sophisticated Market Participants
10:40-11:10 Coffee Break
11:10-12:00 Roel Oomen: Pre-Hedging
12:00-13:30 Lunch Break
13:30-14:20 Alvaro Cartea: Spoofing with Learning Algorithms
14:20-15:10 Olivier Gueant: Market Making and Inventory Management Models: Where do We Stand?
15:10-15:40 Coffee Break (with Poster Presentation by PhD students)
15:40-16:30 Mihai Cucuringu: Cross-impact, Decomposition, and Co-Occurrence of Order Flow in Equity Limit Order Books
16:30-17:20 Dimitri Vayanos: Long-Horizon Investing in a Non-CAPM World
17:30-19:00 Drinks Reception (with Poster Presentation by PhD students)
19:30-22:30 Conference Dinner for Invited Speakers
9:00-9:50 Thierry Foucault: Algorithmic Pricing and Liquidity in Securities Markets
9:50-10:40 Ciamac Moallemi: The Economics of Automated Market Making and Decentralized Exchanges
10:40-11:10 Coffee Break
11:10-12:00 Barbara Rindi: Optimal Tick Size
12:00-13:30 Lunch Break
13:30-14:20 Wei Xiong: Dynamics of Market Making Algorithms in Dealer Markets: Learning and Tacit Collusion
14:20-15:10 Victor Le Coz: When is Cross Impact Relevant?
15:10-15:40 Coffee Break
15:40-16:30 Fabrizio Lillo: Online Learning of Market Liquidity
16:30-17:20 Paul Besson: When and at What Price are European Systematic Internalisers Providing Passive Liquidity?