Francois Roueff

  1. Title:
    General-order observation-driven models
    Speaker:
    Francois Roueff

    Link:
    http://www.birs.ca/events/2018/5-day-workshops/18w5086/videos/watch/201806180900-Roueff.html

  2. Title:
    Constrained Hawkes processes for modeling limit order books
    Speaker:
    Francois Roueff

    Link:
    http://www.birs.ca/events/2014/5-day-workshops/14w5157/videos/watch/201404291330-Roueff.html