Mathematician, 12 years in automotive, aerospace and defense industry, On financial markets since 2005.
- Co-author of "Market microstructure in practice".
- Co-organiser of "Market microstructure: confronting many viewpoints".
- Managing editor of "Market Microstructure and Liquidity"
- Member of the Scientific Committee of the French regulator (AMF)
- Chair of Euronext Index Advisory Group
- Former member of the Workgroup on Financial Innovation of the European Authority (ESMA)
More on linkedin
Member for 7 years, 6 months
21 profile views
Last seen Feb 26 '17 at 21:38
Top network posts
- 24 Multilayer Perceptron (Neural Network) for Time Series Prediction
- 24 How can I go about applying machine learning algorithms to stock markets?
- 23 academic papers about market making
- 21 What exactly is meant by "microstructure noise"?
- 20 Book on market microstructure
- 19 How to calculate historical intraday volatility?
- 17 Quantitative Math required for Market-making?
- View more network posts →