2017 Events
A Markov model of a limit order book: thresholds, recurrence, and trading strategies
Event Information
活動資訊
活動資訊
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10:30am - 12:00nn (Light refreshments will be served from 10:00am to 10:30am)
Connie Fan Multi-media Room, 4/F, Cheng Yick-chi Building City University of Hong Kong
Professor Frank Kelly
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A Markov model of a limit order book: thresholds, recurrence, and trading strategies
/en/news-and-media/news/analysing-high-frequency-trading-strategies
CityU News Centre
12 Apr 2017
2017年4月12日
2017年4月12日
Professor Frank Kelly, Senior Fellow at the Institute for Advanced Study (IAS) of City University of Hong Kong, delivered a lecture in the latest installment of the IAS Distinguished Lecture Series: Frontiers in Operations Research/Operations Management on 7 April.
