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TZID:Europe/Paris
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UID:0-1137@lptms.universite-paris-saclay.fr
DTSTART;TZID=Europe/Paris:20261117T110000
DTEND;TZID=Europe/Paris:20261117T120000
DTSTAMP:20261106T084123Z
URL:http://www.lptms.universite-paris-saclay.fr/seminars/lptms-seminar-oli
 vier-gueant-lpsm-universite-paris-cite/
SUMMARY:LPTMS Seminar: Olivier Guéant - Salle des séminaires du FAST et d
 u LPTMS\, bâtiment Pascal n°530 - 17 Nov 26 11:00
DESCRIPTION:Optimal Control\, Entropy\, and Market Making (To Say Nothing 
 of the Quantum Harmonic Oscillator)\nOlivier Guéant (LPSM\, Université P
 aris-Cité)\n&nbsp\;\n\nTravelling through several years of academic resea
 rch on market making models\, this talk revisits in a (hopefully) pedagogi
 cal manner a decade and a half of research through the lens of optimal con
 trol on graphs (i.e. stochastic optimal control on discrete structures). W
 e shed light on the crucial role of entropy and its associated duality in 
 unlocking closed-form results. Moving from theory to practice\, we then pr
 esent recent extensions and real-world applications to foreign exchanges a
 nd commodities markets.
CATEGORIES:seminars
LOCATION:Salle des séminaires du FAST et du LPTMS\, bâtiment Pascal n°53
 0\, rue André Riviere\, Orsay\, 91405\, France
X-APPLE-STRUCTURED-LOCATION;VALUE=URI;X-ADDRESS=rue André Riviere\, Orsay\
 , 91405\, France;X-APPLE-RADIUS=100;X-TITLE=Salle des séminaires du FAST 
 et du LPTMS\, bâtiment Pascal n°530:geo:0,0
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TZID:Europe/Paris
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DTSTART:20261025T020000
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