research
∙
10/21/2021
Optimal trading: a model predictive control approach
We develop a dynamic trading strategy in the Linear Quadratic Regulator ...
share
research
∙
01/31/2020
Quasi-likelihood analysis for marked point processes and application to marked Hawkes processes
We develop a quasi-likelihood analysis procedure for a general class of ...
research
∙
04/30/2019
Asymptotic Distribution of the Score Test for Detecting Marks in Hawkes Processes
The asymptotic distribution of the score test of the null hypothesis tha...
research
∙
12/05/2017
