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Fayçal Drissi
Publication Activity (10 Years)
Years Active: 2022-2023
Publications (10 Years): 2
Top Topics
Statistical Analysis
Optimal Strategy
Semi Automated
Financial Markets
Top Venues
SIAM J. Financial Math.
ICDCS Workshops
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Publications
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Álvaro Cartea
,
Fayçal Drissi
,
Marcello Monga
Execution and Statistical Arbitrage with Signals in Multiple Automated Market Makers.
ICDCS Workshops
(2023)
Philippe Bergault
,
Fayçal Drissi
,
Olivier Guéant
Multi-asset Optimal Execution and Statistical Arbitrage Strategies under Ornstein-Uhlenbeck Dynamics.
SIAM J. Financial Math.
13 (1) (2022)