Sebastian Jaimungal sebjai

I am a Professor of Mathematical Finance at U. Toronto & my research interests span Reinforcement Learning, Stochastic Games, and Algorithmic Trading

255 followers · 0 following

University of Toronto
Toronto
http://sebastian.statistics.utoronto.ca/

View GitHub Profile

Recently created

Least recently created

Recently updated

Least recently updated

2 files
16 forks
0 comments
10 stars

sebjai / Liquidation_Permanent_Price_Impact.ipynb

Created October 30, 2019 00:47

Optimal Execution with linear and non-linear impact. Chapter 6 of Algorithmic and High-Frequency Trading (c) Cartea, Jaimungal, & Penalva, 2015 Cambridge University Press

Sorry, something went wrong. Reload?

Sorry, we cannot display this file.

Sorry, this file is invalid so it cannot be displayed.

OlderNewer