Sánchez-Betancourt, Leandro
- Outlier-robust Kalman Filtering through Generalised Bayes
2024/05/09 by Gerardo Duràn-Martín, Duran-Martin, Gerardo, Matias Altamirano +13 · 12 citations
Computer Science · Engineering · #Target Tracking and Data Fusion in Sensor Networks #Fault Detection and Control Systems #Inertial Sensor and Navigation
- A Mean Field Game between Informed Traders and a Broker
2024/01/10 by Philippe Bergault, Leandro Sánchez-Betancourt, Bergault, Philippe +1 · 2 citations
Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #Economic theories and models #FOS: Economics and business #FOS: Mathematics #Financial Markets and Investment Strategies #Optimization and Control (math.OC) #Trading and Market Microstructure (q-fin.TR)
- Market Making with Exogenous Competition
2024/07/24 by Boyce, Robert, Herdegen, Martin, Sánchez-Betancourt, Leandro · 2 citations
#49L20 #91B70 #93E20 #FOS: Economics and business #Mathematical Finance (q-fin.MF)
- Detecting Toxic Flow
2023/12/10 by Cartea, Álvaro, Duran-Martin, Gerardo, Sánchez-Betancourt, Leandro · 1 citation
#FOS: Computer and information sciences #FOS: Economics and business #Machine Learning (cs.LG) #Trading and Market Microstructure (q-fin.TR)
- Equilibrium Reward for Liquidity Providers in Automated Market Makers
2025/03/28 by Alif Aqsha, Aqsha, Alif, Philippe Bergault +3 · 4 citations
Decision Sciences · Economics, Econometrics and Finance · #Auction Theory and Applications #Game Theory and Applications #Complex Systems and Time Series Analysis
- Nash Equilibrium between Brokers and Traders
2024/07/15 by Cartea, Álvaro, Jaimungal, Sebastian, Sánchez-Betancourt, Leandro · 1 citation
#FOS: Economics and business #Trading and Market Microstructure (q-fin.TR)
- A unifying framework for generalised Bayesian online learning in non-stationary environments
2024/11/15 by Duran-Martin, Gerardo, Sánchez-Betancourt, Leandro, Shestopaloff, Alexander Y. +1 · 1 citation
#FOS: Computer and information sciences #Machine Learning (cs.LG) #Machine Learning (stat.ML)
- Optimal Dynamic Fees in Automated Market Makers
2025/06/03 by Leonardo Baggiani, Martin Herdegen, Baggiani, Leonardo +3 · 3 citations
Economics, Econometrics and Finance · #FOS: Economics and business #Mathematical Finance (q-fin.MF) #Trading and Market Microstructure (q-fin.TR) #q-fin.MF #q-fin.TR
- Market Making with Fads, Informed, and Uninformed Traders
2025/01/07 by Barucci, Emilio, Mathieu, Adrien, Sánchez-Betancourt, Leandro · 1 citation
#FOS: Economics and business #Mathematical Finance (q-fin.MF) #Trading and Market Microstructure (q-fin.TR)