Grant: Postgraduate Scholarships - Doctoral
Carnegie Mellon University
$21,000.00
Mathematical Modelling of High Frequency Traders
FY 2019-20
Summary
Math Finance, Stochastic Control, Stochastic Processes, Market Microstructure, Viscosity Solutions, Nonlinear PDE, HJB Equation, Markov Process, Optimization, High Frequency Trading
Program
Postgraduate Scholarships - Doctoral
Recipient
Location
Pennsylvania, UNITED STATES
Recipient Type
Academia
Type
Grant
Source
NSERC's Awards Data
As published
Application id
532404-2019
Name nom
Itkin, David
Department département
Mathematical Sciences
Organization id
1521
Institution établissement
Carnegie Mellon University
Province en
Pennsylvania
Province fr
Pennsylvanie
Country en
UNITED STATES
Country fr
ÉTATS-UNIS
Fiscal year exercice financier
2019
Competition year année de concours
2019
Award amount
21000
Program id
PGSD
Program name en
Postgraduate Scholarships - Doctoral
Program name fr
Bourses d'études supérieures - doctorat
Group en
RESEARCH TRAINING AND TALENT DEVELOPMENT
Group fr
FORMATION EN RECHERCHE ET PERFECTIONNEMENT DES COM
Committee code
177
Committee name en
S&F Selection Committee for Mathematical Sciences
Committee name fr
Comité de sélection des bourses en mathématiques
Area of application code
9999
Area of application group en
Not available
Area of application group fr
Non disponible
Area of application en
Not available
Area of application fr
Non disponible
Research subject code
2950
Research subject group en
Applied mathematics
Research subject group fr
Mathématiques appliquées
Research subject en
Applied mathematics
Research subject fr
Mathématiques appliquées
Installment
inst:1 - 3
Partie
1
Nb partie
3
Application title
Mathematical Modelling of High Frequency Traders
Keyword
NSERC
Application summary
Math Finance, Stochastic Control, Stochastic Processes, Market Microstructure, Viscosity Solutions, Nonlinear PDE, HJB Equation, Markov Process, Optimization, High Frequency Trading
