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researcher

Bastien Baldacci

16 papers hereh-index 7135 citations19 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1
  • first author13
  • middle author1
  • last author1

Across the 16 of 16 papers where every author was matched, so the position is known.

fields
  • q-fin.TR9
  • q-fin.MF3
  • math.OC1
  • q-fin.CP1
  • q-fin.PR1
  • q-fin.RM1

identity via Semantic Scholar / OpenAlex

activity
20192024
most citedMarket making and incentives design in the presence of a dark pool: a deep reinforcement learning approach

8 citations · 12 across the 14 of their papers we have counts for

collaborators
Showing math.OCShow all

1 paper · 1 filter

math.OC2021

Optimal incentives in a limit order book: a SPDE control approach

Bastien Baldacci, Philippe Bergault

With the fragmentation of electronic markets, exchanges are now competing in order to attract trading activity on their platform. Consequently, they developed several regulatory to…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.