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TZID:Europe/Paris
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BEGIN:VEVENT
UID:1-436@lptms.universite-paris-saclay.fr
DTSTART:20160614T110000Z
DTEND:20160614T120000Z
DTSTAMP:20160608T061100Z
URL:http://www.lptms.universite-paris-saclay.fr/seminars/seminaire-du-lptm
 s-duo-frederic-abergel-damien-chalet/
SUMMARY:Séminaire du LPTMS: duo Frédéric Abergel-Damien Chalet - LPTMS\,
  salle 201\, 2ème étage\, Bât 100\, Campus d'Orsay - 14 Juin 16 11:00
DESCRIPTION:Mathematical modelling of limit order books\nFrédéric Abergel
  (Laboratoire MICS\, Ecole Centrale de Paris)\nThe limit order book is at 
 the core of any modern\, electronic financial markets. In this talk\, I wi
 ll present some results pertaining to their statistical and mathematical p
 roperties. Questions such as ergodicity and stationarity\, dependencies\, 
 relation betwen time scales... will be addressed and sometimes answered to
 o.\n&amp\;\nNonparametric statistics from cumulative sample sums\nDamien C
 halet (Laboratoire MICS\, Ecole Centrale de Paris)\nBuilding on recent res
 ults on record statistics of random walks\, a novel family of nonparametri
 c statistics is introduced. Single-sample statistics are shown to provide 
 location tests\, while two-sample statistics correspond to distribution eq
 uality tests. The power and efficiency of such statistics are analyzed.
CATEGORIES:seminars
LOCATION:LPTMS\, salle 201\, 2ème étage\, Bât 100\, Campus d'Orsay\, 15 
 Rue Georges Clemenceau\, Orsay\, 91405\, France
GEO:48.698185;2.181768
X-APPLE-STRUCTURED-LOCATION;VALUE=URI;X-ADDRESS=15 Rue Georges Clemenceau\,
  Orsay\, 91405\, France;X-APPLE-RADIUS=100;X-TITLE=LPTMS\, salle 201\, 2è
 me étage\, Bât 100\, Campus d'Orsay:geo:48.698185,2.181768
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