Learning a functional control for high-frequency finance. - Laura Leal; Mathieu Laurière; Charles-Albert Lehalle (CoRR, 2020)

Distributed maximal independent set computation driven by finite-state dynamics. - Eric Goles 001; Laura Leal; Pedro Montealegre 001; Ivan Rapaport; Martín Ríos-Wilson (Int. J. Parallel Emergent Distributed Syst., 2023)

Optimal Execution with Quadratic Variation Inventories. - René Carmona 001; Laura Leal (SIAM J. Financial Math., 2023)