Abstract
Market design, auction mechanisms for limit
order markets, optimal trading strategies, mechanisms of how information is
impounded in prices, mechanisms to improve the information aggregation process
lead the way for price formation process. There will be emphasis on
understanding the trading environment in high-frequency trading such as market
impact, technical and statistical trading techniques, and manipulative trading
algorithms in such high-frequency settings.
Professor Ramo Gencay
Professor Ramo Gencay is in the Economics Department at the Simon Fraser University, British Columbia, Canada. His areas of specialization are financial economics, financial econometrics, empirical market microstructure, nonlinear time series and nonparametric econometrics. He has over 60 scientific publications which appeared in finance, economics, engineering, statistics and physics journals. His refereed papers has been cited over 1,000 times in ISI indexed journals with an h-index of 20. Some of his publications are published in the Journal of Banking and Finance, Journal of the American Statistical Association, Econometric Theory, Journal of Econometrics, Journal of International Economics, International Economic Review, Journal of Nonparametric Statistics, Journal of Empirical Finance, Journal of Economic Dynamics and Control, Journal of Applied Econometrics, European Economic Review, Journal of Forecasting, IEEE Transactions on Neural Networks, Physica A, Physica D and Physics Letters A. He is a co-author of two books, An Introduction to High-Frequency Finance and Wavelets and Other Filtering Methods in Finance and Economics published by Academic Press. Dr. Gencay is the founder and Editor- in-Chief of Finance Research Letters. He is a senior fellow at the Rimini Center for Economic Analysis (RCEA), Rimini, Italy, and a fellow of the Info-Metrics Institute at American University, Washington DC, USA.
More information here http://www.sfu.ca/~rgencay/
Mayores informes
Maestría en Ciencias en Finanzas
Teléfono de contacto: 574 2619500 extensiones 9850 - 8713
maestriaenfinanzas@eafit.edu.co