Peter E. Caines
Member, GERAD
Professor, Department of Electrical and Computer Engineering, McGill University, Canada
Cahiers du GERAD
Nov 2015
Ali Pakniyat and Peter E. Caines
G-2015-122
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 PMJun 18, 2018 11:00 AM
ISS Informal Systems Seminar
Ravi Mazumdar – Department of Electrical and Computer Engineering, University of Waterloo, Canada
Ravi Mazumdar – Department of Electrical and Computer Engineering, University of Waterloo, Canada
Room MC 437, CIM, McConnell Building, McGill University
11:00 AM–12:00 PMMar 23, 2018 11:00 AM
ISS Informal Systems Seminar
Abhinoy Kumar Singh – McGill University, Canada
Abhinoy Kumar Singh – McGill University, Canada
Room MC 437, CIM, McConnell Building, McGill University
02:00 PM–03:00 PMMar 20, 2018 02:00 PM
ISS Informal Systems Seminar
Rodolphe Sepulchre – University of Cambridge, United Kingdom
Rodolphe Sepulchre – University of Cambridge, United Kingdom
Room MC 437, CIM, McConnell Building