Fr\'ed\'eric Abergel

Identifiers

• name variant Fr\'ed\'eric Abergel 0.60 · backfill

Papers (8)

1. Order-book modelling and market making strategies q-fin.TR · 2018 · author #2
2. Robustness of mathematical models and technical analysis strategies q-fin.PM · 2016 · author #3
3. Performance analysis of the optimal strategy under partial information q-fin.PM · 2015 · author #4
4. Forecasting trends with asset prices q-fin.ST · 2015 · author #3
5. Tick Size Reduction and Price Clustering in a FX Order Book q-fin.TR · 2013 · author #2
6. Price Jump Prediction in Limit Order Book q-fin.TR · 2012 · author #3
7. High Frequency Lead/lag Relationships - Empirical facts q-fin.TR · 2011 · author #2
8. Optimizing a basket against the efficient market hypothesis q-fin.TR · 2010 · author #1

Mentions

• 1307.5440 #2 · backfill · confidence 0.70 Fr\'ed\'eric Abergel
• 1204.1381 #3 · backfill · confidence 0.70 Fr\'ed\'eric Abergel
• 1111.7103 #2 · backfill · confidence 0.70 Fr\'ed\'eric Abergel
• 1006.5230 #1 · backfill · confidence 0.70 Fr\'ed\'eric Abergel

Frequent Coauthors

• Ahmed Bel Hadj Ayed 3 shared papers
• Gr\'egoire Loeper 3 shared papers
• Ban Zheng 1 shared papers
• Eric Moulines 1 shared papers
• Mauro Politi 1 shared papers
• Mehdi Lallouache 1 shared papers
• Nicolas Huth 1 shared papers
• Sofiene El Aoud 1 shared papers
• Xiaofei Lu 1 shared papers