Professor of Financial & Actuarial Mathematics

Manuel Morales, PhD

  • Home

  • Research

  • About

  • How to Reach Me

  • More

    Research
    Applied Research
    Partnership

    Modeling and Simulation of High Frequency Features of Market Prices

    November 30, 2015

    In partnership with National Bank of Canada, we look at "zero-intelligence" simulator models in order to reproduce high-frequency signatures and limit-order-book features of assets of interest. This project involves event-driven simulation model developing as well as the efficient implementation of state-of-the-art calibration procedures.

    Tags:

    photo

    High Frequency

    Please reload

    Research (20)

    Applied Research (4)

    Research Program (5)

    Partnership (4)

    Article (11)

    Published Article (9)

    Working Paper (2)

    Conference (15)

    Education (8)

    Course (4)

    Please reload

    Categories

    Connect

    • LinkedIn Social Icon
    • Twitter Social Icon
    Back to Blog

    Department of Mathematics and Statistics

    University of Montreal

    • Twitter Clean Grey
    • LinkedIn Clean Grey

    © 2016 by Manuel Morales.