Peter E. Caines
Member, GERAD
Professor, Department of Electrical and Computer Engineering, McGill University, Canada
Cahiers du GERAD
Publications
Dec 2017
An optimal execution problem in finance targeting the market trading speed: An MFG formulation
Dena Firoozi and Peter E. Caines
56th IEEE Conference on Decision and Control, Melbourne, Australia, 2017
BibTeX reference
Dec 2017
A mean field game - Hybrid systems approach to optimal execution problems in finance with stopping times
Dena Firoozi, Ali Pakniyat, and Peter E. Caines
56th IEEE Conference on Decision and Control, Melbourne, Australia, 2017
BibTeX reference
News
Jun 21, 2017
Two scholarships of $10 000 each respectively will be attributed to:
- Romina Hassani, cosupervised by Peter E. Caines and Aditya Mahajan;
- Thiago Pereira, cosupervised by Daniel Aloise and Andrea Lodi.
Congratulations!
Aug 11, 2014
Title: Linear Consensus Algorithms Structural Properties and Connections with Markov Chains
Events
11:00 AM–12:00 PMDec 7, 2018 11:00 AM
ISS Informal Systems Seminar
Andrew Lamperski – University of Minnesota, United States
Andrew Lamperski – University of Minnesota, United States
Room MC 437, CIM, McConnell Building, McGill University
11:30 AM–12:30 PMDec 4, 2018 11:30 AM
ISS Informal Systems Seminar
Richard Y. Zhang – University of California, Berkeley, United States
Richard Y. Zhang – University of California, Berkeley, United States
Room MC 437, CIM, McConnell Building, McGill University
02:00 PM–03:00 PMDec 3, 2018 02:00 PM
ISS Informal Systems Seminar
Yi Ouyang – Preferred Networks, Inc., United States
Yi Ouyang – Preferred Networks, Inc., United States
Room MC 437, CIM, McConnell Building, McGill University