Polytechnic School of Algiers

output

20172026

most citedTAD: Transfer Learning-based Multi-Adversarial Detection of Evasion Attacks against Network Intrusion Detection Systems

77 citations

researchers with a paper here

Abdenour Amamra4 · h 9
Islam Debicha2 profiles3 · h 5
J. Dricot3 · h 15
Tayeb Kenaza3 · h 9
Thibault Debatty2 · h 10
W. Mees2 · h 12
Abdelatif Bey1 · h 2
Adel Belouchrani1 · h 2
A. Kheddar1 · h 52
Anis Bousclet1 · h 1
Bastien Baldacci1 · h 7
Benjamin Cochez1 · h 2

collaborating institutions

Université Libre de BruxellesBE3 papers
Royal Military AcademyBE2 papers
Huai'an UniversityCN1 paper
Laboratoire d'Informatique, de Robotique et de Microélectronique de MontpellierFR1 paper
Nanjing University of Aeronautics and AstronauticsCN1 paper
National Institute of Advanced Industrial Science and TechnologyJP1 paper
National University of Defense TechnologyCN1 paper
Northumbria UniversityGB1 paper
Northwest African American MuseumUS1 paper
Qatar UniversityQA1 paper
Texas A&M UniversityUS1 paper
University of DubaiAE1 paper

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q-fin.TR2020

A note on Almgren-Chriss optimal execution problem with geometric Brownian motion

Bastien Baldacci, Jerome Benveniste

We solve explicitly the Almgren-Chriss optimal liquidation problem where the stock price process follows a geometric Brownian motion. Our technique is to work in terms of cash and…