We propose a general framework for intraday trading based on the control of trading
algorithms. Given a set of generic parameterized algorithms (which have to be specified by the …

Carbon Nanotube and Graphene Aerogels (CNTAs & GAs)-the world’s lightest 3D materials
(GA isseven times lighter than air-a cubic meter weighs just 160 grams) attracted …

We consider a singular version with state constraints of the stochastic target problems
studied in Soner and Touzi (SIAM J. Control Optim. 41:404–424, 2002 ; J. Eur. Math. Soc. 4:201–…

MoSET1, an H3K4 histone methyltransferase in Pyricularia oryzae plays a key role in
infection-related morphogenesis of the fungus. We previously identified approximately 400 genes …

We propose a general framework for studying the optimal impulse control problem in the
presence of uncertainty on the parameters. Given a prior on the distribution of the unknown …

We solve the optimal execution problem including transient market impact as proposed in
Gatheral (2010), and minimize execution costs with a mean-variance functional. Using a non-…

Within a general abstract framework, we show that any optimal control problem in standard
form can be translated into a stochastic target problem as defined in Soner and Touzi (2002) […

The availability of liquidity in dark pools raises questions about the adverse selection,
market impact, and opportunity cost of executions into such pools. With the new method of …

The aim of this paper is to explain how parameters adjustments can be integrated in the design
or the control of automates of trading. Typically, we are interested in the online estimation …

Cytokine synthesis inhibitory factor (CSIF; interleukin-10), a product of mouse TH 2 T cell
clones that inhibits synthesis of cytokines by mouse TH 1 T cell clones, exhibits extensive …