Publications
Execution and Statistical Arbitrage with Signals in Multiple Automated Market Makers
IEEE 43rd International Conference on Distributed Computing Systems, 2023 link
Solvability of Differential Riccati Equations and Applications to Algorithmic Trading with Signals
Applied Mathematical Finance, 2022 link
Multi-asset Optimal Execution and Statistical Arbitrage Strategies under Ornstein-Uhlenbeck Dynamics
SIAM Journal on Financial Mathematics, 2022 link