Vincent JEANNIN

statistics econometric mathematics arma ma ar models applied capm econometrics estimations games variance anova financial finance trading à haute fréquence market manipulation spoofing layering manipulation de marché market abuse abus de marché trading haute fréquence high frequency trading heteroscedasticity bollinger band bandes de bollinger return risk efficent frontier reward frontière efficiente ratio medaf markowitz electricité nbp data mining spark spread sas power gaz visual basic excel options pricing black scholes c smirnov least econometry linear noise ordinary residuals squares regression white kolmogorov normality distribution scholes binomial rubinstein lognormal geometric black cox motion brownian ross normal