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Roman Gayduk
Publication Activity (10 Years)
Years Active: 2018-2020
Publications (10 Years): 2
Top Topics
Evolutionary Algorithm
Databases
Futures Market
Control Theory
Top Venues
Math. Oper. Res.
SIAM J. Control. Optim.
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Publications
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Roman Gayduk
,
Sergey Nadtochiy
Control-Stopping Games for Market Microstructure and Beyond.
Math. Oper. Res.
45 (4) (2020)
Roman Gayduk
,
Sergey Nadtochiy
Endogenous Formation of Limit Order Books: Dynamics Between Trades.
SIAM J. Control. Optim.
56 (3) (2018)