Othmane Mounjid finished his PhD at École Polytechnique, working on:
- Limit Order Book (LOB) modeling
- Optimal trading
He has a Master 2 degree (M2) in Probabilities and Finance from University Paris 6 and École Polytechnique (El Karoui master program), and an undergrad at Ecole des Mines de Nancy (Mathematical Engineering).
Papers:
- From asymptotic properties of general point processes to the ranking of financial agents with Mathieu Rosenbaum and Pamela Saliba
- Optimal liquidity-based trading tactics (with Charles-Albert Lehalle and M. Rosenbaum)
- Optimal inventory management and order book modeling
- Limit Order Strategic Placement with Adverse Selection Risk and the Role of Latency
- Improving reinforcement learning algorithms: towards optimal learning rate policies (with Charles-Albert Lehalle)