Nombre de documents

16

Researcher


Article dans une revue4 documents

Communication dans un congrès1 document

  • Marc Hoffmann, Mauricio Labadie, Charles-Albert Lehalle, Gilles Pagès, Huyên Pham, et al.. OPTIMIZATION AND STATISTICAL METHODS FOR HIGH FREQUENCY FINANCE . SMAI 2013, May 2013, Seignosse, France. 45, pp.219 - 228, 2014, 〈10.1051/proc/201445022〉. 〈hal-01102785〉

Direction d'ouvrage, Proceedings, Dossier1 document

  • Frédéric Abergel, Jean-Philippe Bouchaud, Thierry Foucault, Mathieu Rosenbaum, Charles-Albert Lehalle. Market microstructure: confronting many viewpoints. Wiley, pp.254, 2012, 978-1-119-95241-1. 〈hal-00872398〉

Pré-publication, Document de travail7 documents

  • Pierre Cardaliaguet, Charles-Albert Lehalle. Mean Field Game of Controls and An Application To Trade Crowding. 2017. 〈hal-01389128v3〉
  • Mauricio Labadie, Charles-Albert Lehalle. Optimal starting times, stopping times and risk measures for algorithmic trading. 2012. 〈hal-00705056〉
  • Sophie Laruelle, Charles-Albert Lehalle, Gilles Pagès. Optimal posting price of limit orders: learning by trading. 2012. 〈hal-00650314v2〉
  • Olivier Guéant, Charles-Albert Lehalle, Joaquin Fernandez Tapia. Dealing with the Inventory Risk. 2011. 〈hal-00628528〉
  • Oliver Guéant, Charles-Albert Lehalle, Joaquin Fernandez Tapia. Optimal Portfolio Liquidation with Limit Orders. 2011. 〈hal-00628533〉
  • Sophie Laruelle, Charles-Albert Lehalle, Gilles Pagès. Optimal split of orders across liquidity pools: a stochastic algorithm approach. 2010. 〈hal-00422427v3〉
  • Mauricio Labadie, Charles-Albert Lehalle. Optimal trading algorithms and selfsimilar processes: a p-variation approach. 2010. 〈hal-00546145〉

Rapport1 document

  • Mauricio Labadie, Charles-Albert Lehalle. Optimal algorithmic trading and market microstructure. 2010. 〈hal-00590283v2〉

Thèse1 document

  • Charles-Albert Lehalle. Le contrôle non linéaire par réseaux de neurones formels: les perceptrons affines par morceaux. Mathématiques [math]. Université Pierre et Marie Curie - Paris VI, 2005. Français. 〈tel-00009592〉

HDR1 document

  • Charles-Albert Lehalle. Mathematical Models to Study and Control the Price Formation Process. Trading and Market Microstructure [q-fin.TR]. Université Pierre et Marie Curie, 2015. 〈tel-01248473〉