Browsing by Academic Advisor Almgren, Robert
Showing results 1 to 12 of 12
| Class Year | Author(s) | Title | Advisor |
| 2023 | Liu, Alex | Applications of Reinforcement Learning in Trade Execution | Almgren, Robert |
| 2023 | Reale, Cassandra | Creating an Optimal Subset of Financial Statement Variables to Value Private Companies | Almgren, Robert |
| 2023 | Guttormsen, Simen | Identifying, Understanding, and Leveraging W-Shaped Implied Volatility in Options Markets | Almgren, Robert |
| 2021 | Goettee, John | Implied Volatility Surfaces of Options and their Relationship to Market Expectations of Large Events | Almgren, Robert |
| 2018 | Liu, Kevin | Learning to Earn: An Application of Reinforcement Learning to High-Frequency Trading in the U.S. Futures Market | Almgren, Robert |
| 2022 | Srinivasan, Sriram | A Market Impact Model for Limit Order Book Simulators | Almgren, Robert |
| 2020 | Yuan, Wesley | Modeling Information Flow in Sequential Double Auctions | Almgren, Robert |
| 2020 | Asthana, Shrishti | Modelling Flash Crashes : A Contagion Approach | Almgren, Robert |
| 2023 | Bosancic, Thomas | A New Perspective on Tax-Aware Investing: Optimal Trading in a Multi-Period Portfolio Optimization Model | Almgren, Robert |
| 2018 | Russell, Samuel | Predicting Changes in the U.S. Treasury Futures Spread During the Roll Period | Almgren, Robert |
| 2022 | Wasserman, Mason | Weather Forecasts and Natural Gas Futures Price Dynamics | Almgren, Robert |
| 2022 | Bagin, Charles | What Happens in Vegas: A Quantitative Analysis of Profit-Seeking Strategies in NBA Betting Markets | Almgren, Robert |