default search action
Mathieu Rosenbaum
Person information
Refine list
refinements active!
zoomed in on ?? of ?? records
view refined list in
export refined list as
2020 – today
- 2023
- [j10]Bastien Baldacci, Iuliia Manziuk, Thibaut Mastrolia, Mathieu Rosenbaum:
Market Making and Incentives Design in the Presence of a Dark Pool: A Stackelberg Actor-Critic Approach. Oper. Res. 71(2): 727-749 (2023) - [j9]Bastien Baldacci, Philippe Bergault, Joffrey Derchu, Mathieu Rosenbaum:
On Bid and Ask Side-Specific Tick Sizes. SIAM J. Financial Math. 14(4): 1215-1248 (2023) - [i7]Haoyang Cao, Haotian Gu, Xin Guo, Mathieu Rosenbaum:
Feasibility and Transferability of Transfer Learning: A Mathematical Framework. CoRR abs/2301.11542 (2023) - [i6]Jianfei Zhang, Mathieu Rosenbaum:
Towards systematic intraday news screening: a liquidity-focused approach. CoRR abs/2304.05115 (2023) - [i5]Haoyang Cao, Haotian Gu, Xin Guo, Mathieu Rosenbaum:
Transfer Learning for Portfolio Optimization. CoRR abs/2307.13546 (2023) - [i4]Haoyang Cao, Haotian Gu, Xin Guo, Mathieu Rosenbaum:
Risk of Transfer Learning and its Applications in Finance. CoRR abs/2311.03283 (2023) - 2022
- [i3]Mathieu Rosenbaum, Jianfei Zhang:
On the universality of the volatility formation process: when machine learning and rough volatility agree. CoRR abs/2206.14114 (2022) - [i2]Antoine Fosset, Mohamed El-Mennaoui, Amine Rebei, Paul Calligaro, Elise Farge Di Maria, Hélène Nguyen-Ban, Francesca Rea, Marie-Charlotte Vallade, Elisabetta Vitullo, Christophe Zhang, Guillaume Charpiat, Mathieu Rosenbaum:
Docent: A content-based recommendation system to discover contemporary art. CoRR abs/2207.05648 (2022) - [i1]Qinkai Chen, Mohamed El-Mennaoui, Antoine Fosset, Amine Rebei, Haoyang Cao, Philine Bouscasse, Christy Eóin O'Beirne, Sasha Shevchenko, Mathieu Rosenbaum:
Towards mapping the contemporary art world with ArtLM: an art-specific NLP model. CoRR abs/2212.07127 (2022) - 2021
- [j8]Paul Jusselin, Thibaut Mastrolia, Mathieu Rosenbaum:
Optimal Auction Duration: A Price Formation Viewpoint. Oper. Res. 69(6): 1734-1745 (2021) - [j7]Bastien Baldacci, Dylan Possamaï, Mathieu Rosenbaum:
Optimal Make-Take Fees in a Multi Market-Maker Environment. SIAM J. Financial Math. 12(1): 446-486 (2021)
2010 – 2019
- 2019
- [j6]Omar El Euch, Masaaki Fukasawa, Jim Gatheral, Mathieu Rosenbaum:
Short-Term At-the-Money Asymptotics under Stochastic Volatility Models. SIAM J. Financial Math. 10(2): 491-511 (2019) - 2018
- [j5]Omar El Euch, Masaaki Fukasawa, Mathieu Rosenbaum:
The microstructural foundations of leverage effect and rough volatility. Finance Stochastics 22(2): 241-280 (2018) - 2017
- [j4]Weibing Huang, Mathieu Rosenbaum:
Ergodicity and Diffusivity of Markovian Order Book Models: A General Framework. SIAM J. Financial Math. 8(1): 874-900 (2017) - 2016
- [j3]Jiatu Cai, Masaaki Fukasawa, Mathieu Rosenbaum, Peter Tankov:
Optimal Discretization of Hedging Strategies with Directional Views. SIAM J. Financial Math. 7(1): 34-69 (2016) - 2010
- [j2]Christian Y. Robert, Mathieu Rosenbaum:
On the limiting spectral distribution of the covariance matrices of time-lagged processes. J. Multivar. Anal. 101(10): 2434-2451 (2010) - [j1]Christian Y. Robert, Mathieu Rosenbaum:
On the Microstructural Hedging Error. SIAM J. Financial Math. 1(1): 427-453 (2010)
Coauthor Index
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
Unpaywalled article links
Add open access links from to the list of external document links (if available).
Privacy notice: By enabling the option above, your browser will contact the API of unpaywall.org to load hyperlinks to open access articles. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Unpaywall privacy policy.
Archived links via Wayback Machine
For web page which are no longer available, try to retrieve content from the of the Internet Archive (if available).
Privacy notice: By enabling the option above, your browser will contact the API of archive.org to check for archived content of web pages that are no longer available. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Internet Archive privacy policy.
Reference lists
Add a list of references from , , and to record detail pages.
load references from crossref.org and opencitations.net
Privacy notice: By enabling the option above, your browser will contact the APIs of crossref.org, opencitations.net, and semanticscholar.org to load article reference information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Crossref privacy policy and the OpenCitations privacy policy, as well as the AI2 Privacy Policy covering Semantic Scholar.
Citation data
Add a list of citing articles from and to record detail pages.
load citations from opencitations.net
Privacy notice: By enabling the option above, your browser will contact the API of opencitations.net and semanticscholar.org to load citation information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the OpenCitations privacy policy as well as the AI2 Privacy Policy covering Semantic Scholar.
OpenAlex data
Load additional information about publications from .
Privacy notice: By enabling the option above, your browser will contact the API of openalex.org to load additional information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the information given by OpenAlex.
last updated on 2024-04-25 05:58 CEST by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint