CORDIS Project
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This project develops a quantitative method for financial regulation, particularly for high-frequency trading. By creating statistical models that link market microstructure to price behavior, it aims to assess the impact of regulatory changes on market dynamics.
This project aims at providing a new quantitative approach to financial regulation, notably in the context of high frequency trading.
The key idea of our method is to build relevant statistical models through price and time scales, connecting the microstructure of financial markets to the long term behavior of prices.
Doing so, we will be able to understand and quantify the macroscopic consequences of regulatory measures modifying the microscopic design of the market.
Succeeding in this modelli…
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France, Paris
Type: University / higher education
Activity type: Higher or Secondary Education Establishments
SME: No
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