Browsing LEDa (UMR CNRS 8007, UMR IRD 260) by Author "Nefedova, Tamara"

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Modelling Transaction Costs when Trades May Be Crowded: A Bayesian Network Approach

Brière, Marie; Lehalle, Charles Albert; Nefedova, Tamara; Raboun, Amine (2019) Communication / Conférence
Modelling Transaction Costs When Trades May Be Crowded: A Bayesian Network Using Partially Observable Orders Imbalance

Brière, Marie; Lehalle, Charles Albert; Nefedova, Tamara; Raboun, Amine (2020) Chapitre d'ouvrage