Concept

Plateforme électronique de trading

Publications associées (34)

Inventory dynamics in process industries: An empirical investigation

Ralf Seifert, Olov Isaksson, Philipp Urs Moser

Process industry firms have thrived in recent decades, but changes in the markets are currently putting both growth and profitability at risk. In this context, inventory management is increasingly viewed as an essential lever for creating a sustainable com ...

Elsevier2017

Three Essays on Corporate Disclosure

Evgeny Petrov

Corporate disclosure is the most important source of information about the firm for the outside investors. While some disclosure of public firms is mandated by regulation, firm managers can provide extra information at their discretion by making voluntary ...

EPFL2017

Insider Trading, Stochastic Liquidity, And Equilibrium Prices

Pierre Collin Dufresne

We extend Kyle's (1985) model of insider trading to the case where noise trading volatility follows a general stochastic process. We determine conditions under which, in equilibrium, price impact and price volatility are both stochastic, driven by shocks t ...

Wiley-Blackwell2016

Essays on the Market Structure and Pricing of Credit Derivatives

Jan Benjamin Junge

This thesis analyzes the interrelation between market structure and price formation in credit derivatives markets. Traditionally, credit derivatives are traded in relatively opaque over-the-counter markets in which trading is segmented and subject to many ...

EPFL2016

Detecting abnormal trading activities in option markets

Loriano Mancini

We develop an econometric method to detect "abnormal trades" in option markets, i.e., trades which are not driven by liquidity motives. Abnormal trades are characterized by unusually large increments in open interest, trading volume, and option returns, an ...

Elsevier2015

Yin-Yang: Concealing the Deep Embedding of DSLs

Martin Odersky, Christoph Koch, Amir Shaikhha, Sandro Stucki, Vojin Jovanovic, Vladimir Nikolaev

Deeply embedded domain-specific languages (EDSLs) intrinsically compromise programmer experience for improved program performance. Shallow EDSLs complement them by trading program performance for good programmer experience. We present Yin-Yang, a framework ...

Assoc Computing Machinery2015

Yin-Yang: Concealing the Deep Embedding of DSLs

Martin Odersky, Christoph Koch, Amir Shaikhha, Sandro Stucki, Vojin Jovanovic, Vladimir Nikolaev

2014

Yin-yang: concealing the deep embedding of DSLs

Martin Odersky, Christoph Koch, Amir Shaikhha, Sandro Stucki, Vojin Jovanovic, Vladimir Nikolaev

ACM Press2014

An Algorithm for Testing the Efficient Market Hypothesis

Ioana Andreea Boboc

The objective of this research is to examine the efficiency of EUR/USD market through the application of a trading system. The system uses a genetic algorithm based on technical analysis indicators such as Exponential Moving Average (EMA), Moving Average C ...

Public Library of Science2013

A Robust Meta-Game for Climate Negotiations

Marc Vielle, Frédéric Louis François Babonneau, Alain Haurie

This paper deals with an application of the robust equilibrium concept in game theory to the assessment of the possible international agreement on climate that could be achieved in the conference of the parties negotiations organized by the UNFCCC. It is s ...

Springer Verlag2013

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