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Johannes Muhle-Karbe - Risk.net

Johannes Muhle-Karbe is the head of mathematical finance at Imperial College London ....

Johannes Muhle Karbe ,

Buy-side quants of the year: Nicholas Westray and Kevin Webster

Risk Awards 2024: Debiasing technique for data could usher in golden age of transaction cost analysis ....

City Of , United Kingdom , New York , United States , Columbia University , Hong Kong , Abu Dhabi , Abuz Aby , United Arab Emirates , Neill Chris , Kevin Webster , Marcel Nutz , Alex Towle , Robert Almgren , Ecole Polytechnique , Nicholas Westray , Jean Philippe Bouchaud , Johannes Muhle Karbe , Daniel Nehren , Petter Kolm , Imperial College London , Capital Fund Management , Abu Dhabi Investment Authority , Deutsche Bank , Wolfe Research , York University Courant Institute Of Mathematical Sciences ,

Getting more for less: better A / B testing via causal regularisation

A causal machine learning algorithm is used to estimate trades’ price impact ....

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