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CEG Member |
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Xiuneng Zhu |
Operations Research and Financial Engineering |
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Member since 09/2012 |
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Email: xiunengz@Princeton.EDU
Current Place of Work: Princeton University
Current Position: PhD Candidate |
Research Interest:
- Price impact modeling, i.e. various influences of transactions on the price process. The focus is mainly on the market microstructure perspective.
- Stochastic controls and stochastic games. Applications of stochastic control theory on optimal trading strategies; Applications of stochastic game theory on interactions between several market participants.
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