Fields- 2018-2019 Quantitative Finance Seminar
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Title: Contracting for Financial Execution
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Title: Continuous-Time Mean--Variance Portfolio Selection via Reinforcement Learning
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Title: Optimal Portfolio under Fractional Stochastic Environment
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Title: Optimal Fund Menus
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Title: Portfolio Optimization Under Cumulative Prospect Theory
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Title: Simulating Heston using explicit weak solutions
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Title: Incorporation of Text News Analytics in Risk Assessment
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Title: Optimal excess-of-loss reinsurance contract with ambiguity aversion in the principal-agent model
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Title: The Shadow Price of Latency: Improving Intraday Fill Ratios in Foreign Exchange Markets
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Title: Adaptive Robust Control Under Model Uncertainty
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Title: Impact of News on Oil Futures
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Title: Local Volatility Estimation Driven by the Available Data
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