P. Kolm

Available identifiers

Publication	Date of Publication	Type
Deep order flow imbalance: Extracting alpha at multiple horizons from the limit order book	2024-01-31	Paper
On the Bayesian interpretation of Black-Litterman	2018-05-25	Paper
60 years of portfolio optimization: practical challenges and current trends	2015-02-03	Paper
Hidden noise structure and random matrix models of stock correlations	2014-01-17	Paper
Quadruple and octuple layer potentials in two dimensions. I: Analytical apparatus.	2003-05-27	Paper
Numerical quadratures for singular and hypersingular integrals	2001-11-12	Paper

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