[Colloquium] FW: [TTIC Colloquium] Theory Seminar: Michael Kearns, Tomorrow @ 12:15pm

[Katherine Cumming]

> 
> THEORY SEMINAR (TTI-C and CS at University of Chicago)
> 
> Speaker: Michael Kearns, University of Pennsylvania
> 
> Title:  Algorithmic Trading in Modern Markets
> 
> Location: TTI-C Conference Room
> 
> Time: 12:15pm, Thursday, March 3rd
> Lunch (provided by TTI-C) will begin at 12:00pm with the seminar
> beginning at 12:15pm
> 
> Abstract:
> 
> In the last decade, the ubiquity of the Internet and related
> technologies has radically altered fundamental aspects of our
> traditional financial markets. Especially influential has been the
> real-time revelation of important low-level transaction data (often
> referred to as market microstructure). We have been examining the
> algorithmic challenges and opportunities presented by these changes. I
> will describe theoretical research on various aspects of modern
markets.
> These include on-line algorithms with competitive ratio guarantees for
> trading based on limit order data, and a "universally profitable"
> algorithm for trading in a rich class of Markovian price evolution
> models. These models are designed to capture common financial parlance
> such as uptrends and downtrends, and support and resistance levels.
> 
> Joint work with Sham Kakade, Yishay Mansour, and Luis Ortiz.
> 
> If you have questions, or would like to meet the speaker, please
contact
> Katherine at 4-1994 or kcumming at tti-c.org. For information on future
> TTI-C talks or events, please go to the TTI-C Events page.
> 
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>