Concepedia

Mehdi Lallouache

ML

3

Publications

76

Citations

3

H-Index

2014

Active since

Affiliations

École Polytechnique Fédérale de Lausanne(Current)

École Centrale Paris

Mehdi Lallouache is an author at École Polytechnique Fédérale de Lausanne specializing in business, volume prediction, and high-frequency trading.

Top concepts

FinanceBusinessEconomicsEngineeringForecastingData ScienceEconometricsAsset PricingGlobal FinanceComplex Systems

Publications per year

2014–2018

3

Publications

3

The limits of statistical significance of Hawkes processes fitted to financial data

Mehdi Lallouache, Damien Challet · Quantitative Finance · 2015 · 41 citations · Full text

STATISTICALLY VALIDATED LEAD-LAG NETWORKS AND INVENTORY PREDICTION IN THE FOREIGN EXCHANGE MARKET

Damien Challet, Rémy Chicheportiche, Mehdi Lallouache et al. · Advances in Complex Systems · 2018 · 24 citations · Full text

Engineering, Complex Systems, Volume Prediction +20

Tick size reduction and price clustering in a FX order book

Mehdi Lallouache, Frédéric Abergel · Physica A Statistical Mechanics and its Applications · 2014 · 11 citations · Full text

Fx Order Book, Price Clustering, High-frequency Trading +1

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