Mathematician, 12 years in automotive, aerospace and defense industry, On financial markets since 2005.
- Co-author of "Market microstructure in practice".
- Co-organiser of "Market microstructure: confronting many viewpoints".
- Managing editor of "Market Microstructure and Liquidity"
- Member of the Scientific Committee of the French regulator (AMF)
- former member of the Workgroup on Financial Innovation of the European Authority (ESMA)
Top Network Posts
- 18Multilayer Perceptron (Neural Network) for Time Series Prediction
- 16academic papers about market making
- 15How can I go about applying machine learning algorithms to stock markets?
- 11What is "high frequency quoting" or "quote spam"?
- 9How to calculate historical intraday volatility?
- 9Why would an exchange choose one matching algorithm over another?
- 8What exactly is meant by "microstructure noise"?
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