Bastien Baldacci

Publication Activity (10 Years)

Years Active: 2021-2023
Publications (10 Years): 4

Top Topics

Bidding Strategies

Trading Agent Competition

Competitive Environment

Top Venues

SIAM J. Financial Math.

Publications

Bastien Baldacci, Philippe Bergault, Dylan Possamaï
A Mean-Field Game of Market-Making against Strategic Traders. SIAM J. Financial Math. 14 (4) (2023)
Bastien Baldacci, Iuliia Manziuk, Thibaut Mastrolia, Mathieu Rosenbaum
Market Making and Incentives Design in the Presence of a Dark Pool: A Stackelberg Actor-Critic Approach. Oper. Res. 71 (2) (2023)
Bastien Baldacci, Philippe Bergault, Joffrey Derchu, Mathieu Rosenbaum
On Bid and Ask Side-Specific Tick Sizes. SIAM J. Financial Math. 14 (4) (2023)
Bastien Baldacci, Dylan Possamaï, Mathieu Rosenbaum
Optimal Make-Take Fees in a Multi Market-Maker Environment. SIAM J. Financial Math. 12 (1) (2021)