| Day One |
|
| 1. Optimal Execution of
Portfolio transaction |
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| 2. Continuing Research on Optimal
Trade Execution |
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| 3. High Frequency Trading on
Equity Market Micro Structure |
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| 4. A Market Impact Model that
works |
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| 5. Algorithmic Execution |
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| 6. Optimal Liquidation against a
Markovian Limit Order Book |
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| 7. Real-Time stream processing
Fuels Optimal Trade Decisions |
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| 8. Automated New Content &
Algorithmic Trading |
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| 9. Portfolio Optimisation with
Drawdown Constraints |
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| |
|
| Day Two |
|
| 1. Improving Hedge Fund
Performance |
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| 2. Theory of Acceptability
Indices |
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| 3. Algorithmic Trading of Hedge
Funds |
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| 4. Validation of Derivatives
Pricing Models |
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| 5. Long-Short Portfolio
Optimisation under Mean-Variance CvaR
Framework |
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| 6. Independent Components
Analysis |
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| 7. Detection of Momentum
Effects |
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| 8. Algorithmic Decision Making
Framework |
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