Cont, Rama

1. Universal features of price formation in financial markets: perspectives from Deep Learning
   2018/03/19 by Justin Sirignano, Sirignano, Justin, Rama Cont +1 · 7 citations
   Computer Science · Decision Sciences · Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #FOS: Computer and information sciences #FOS: Economics and business #Machine Learning (stat.ML) #Market Dynamics and Volatility #Statistical Finance (q-fin.ST) #Stock Market Forecasting Methods #Time Series Analysis and Forecasting #Trading and Market Microstructure (q-fin.TR)
2. Change of variable formulas for non-anticipative functionals on path space
   2010/04/08 by Cont, Rama, Fournie, David-Antoine · 3 citations
   #28A99 #46N30 #60H05 #FOS: Mathematics #Functional Analysis (math.FA) #Probability (math.PR)
3. Rough volatility: fact or artefact?
   2022/03/24 by Rama Cont, Purba Das, Cont, Rama +1 · 4 citations
   Economics, Econometrics and Finance · #Market Dynamics and Volatility
4. A stochastic partial differential equation model for limit order book\n dynamics
   2019/04/05 by Rama Cont, Cont, Rama, Marvin S. Mueller +1 · 2 citations
   Economics, Econometrics and Finance · #35R60 #60H15 #91B26 #91G80 #Complex Systems and Time Series Analysis #Computational Finance (q-fin.CP) #FOS: Economics and business #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Stochastic processes and financial applications #Trading and Market Microstructure (q-fin.TR)
5. Tail-GAN: Learning to Simulate Tail Risk Scenarios
   2022/03/03 by Cont, Rama, Cucuringu, Mihai, Xu, Renyuan +1 · 2 citations
   #FOS: Economics and business #Risk Management (q-fin.RM)
6. Optimal order placement in limit order markets
   2012/10/05 by Cont, Rama, Kukanov, Arseniy · 1 citation
   #FOS: Economics and business #Portfolio Management (q-fin.PM) #Trading and Market Microstructure (q-fin.TR)
7. Interbank lending with benchmark rates: Pareto optima for a class of singular control games
   2020/05/11 by Cont, Rama, Guo, Xin, Xu, Renyuan · 1 citation
   #Dynamical Systems (math.DS) #FOS: Mathematics #Optimization and Control (math.OC)
8. Quadratic variation along refining partitions: Constructions and Examples
   2021/09/26 by Cont, Rama, Das, Purba · 1 citation
   #Classical Analysis and ODEs (math.CA) #FOS: Mathematics #Probability (math.PR)
9. Homogenization and Mean-Field Approximation for Multi-Player Games
   2025/02/17 by Cont, Rama, Hu, Anran · 2 citations
   #FOS: Mathematics #Optimization and Control (math.OC)