Patrimony

The Louis Bachelier Group's patrimony has been defined as all the publications produced by academic researchers thanks to Group funding (ILB, FdR, IEF, Labex) or via the use of EquipEx data (BEDOFIH, EUROFIDAI).


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Anatomy of high-frequency financial markets: analysis of the influence of automation on the microstructure of financial markets.

Algorithmic trading, Automatic trading, Bourse d’échanges, Financial markets, High-frequency trading, Liquidity, Liquidité, Marché financier virtuel, Marchés financiers, Market microstructure, Market stability, Microstructure des marchés financiers, Multilateral trading facilities, Plateforme multilatérale de négociation, Stabilité financière, Stock exchange, Trading, Trading algorithmique, Trading automatique, Trading haute-fréquence, Virtual financial markets

Cross-Venue Liquidity Provision: High Frequency Trading and Ghost Liquidity.

Algorithmic trading, Fragmentation, Stocks trading

Market Fragmentation: Assessments and Prospects.

Algorithmic trading, Dark pools, Market fragmentation, MiFID

Cross-Venue Liquidity Provision: High Frequency Trading and Ghost Liquidity.

Algorithmic Trading, Fragmentation, Ghost liquidity, High Frequency Trading

Effects of lit and dark market fragmentation on liquidity.

Algorithmic trading, Dark trading, Fragmentation, Internalization, Liquidity, Multilateral Trading Facility MTF, OTC trading

Algorithmic market making for options.

Algorithmic trading, Market making, Options, Stochastic optimal control

Algorithmic market making for options.

Algorithmic trading, Market making, Options, Stochastic optimal control

Numerical problems in financial mathematics and trading strategies.

Algorithmic Trading, Apprentissage automatique, Apprentissage supervisé, Binomial tree model, Conditions de non-arbitrage, Coûts de transaction, Diffusion partial differential equations, Equations aux dérivées partielles, European options, Financial market models, Machine learning, Modèle Binomial, Modèles de marchés financiers, No-arbitrage condition, Option pricing, Options européennes, Pricing, Prix de sur-réplication, Stratégies de trading, Super-hedging prices, Supervised learning, Trading algorithmique