A Markov model of a limit order book: thresholds, recurrence, and trading strategies

IAS Distinguished Lecture

A Markov model of a limit order book: thresholds, recurrence, and trading strategies

Professor Frank Kelly

Date
7 April 2017 (Fri)
Time
10:30am - 12:00nn (Light refreshments will be served from 10:00am to 10:30am)
Venue
Connie Fan Multi-media Room, 4/F, Cheng Yick-chi Building City University of Hong Kong