High-Frequency Trading and AI Algorithms

Learning a Functional Control for High-Frequency Finance
Authors: Laura Leal, Mathieu Laurière, Charles-Albert Lehalle

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Incorporating Signals into Optimal Trading
Authors: Charles-Albert Lehalle, Eyal Neuman

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Efficiency of the Price Formation Process in Presence of High-Frequency Participants: A Mean Field Game Analysis
Authors: Aimé Lachapelle, Jean-Michel Lasry, Charles-Albert Lehalle, Pierre-Louis Lions

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Optimal Starting Times, Stopping Times, and Risk Measures for Algorithmic Trading: Target Close and Implementation Shortfall
Authors: Mauricio Labadie, Charles-Albert Lehalle

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The Effect of Liquidity on the Spoofability of Financial Markets
Author: Rahul Savani

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Market Making with Scaled Beta Policies
Author: Rahul Savani

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Trading via Selective Classification
Author: Rahul Savani

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Market Making via Reinforcement Learning
Authors: Thomas Spooner, John Fearnley, Rahul Savani, Andreas Koukorinis

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