Information in Noise: Strategic Trading under Autocorrelated Uninformed Orders

Bootstrapping Monotone Function Estimators

Systemic Risk in Market Microstructure of Crude Oil and Gasoline Futures Prices: A Hawkes Flocking Model Approach

Breaking the Sample Size Barrier in Statistical Inference and Reinforcement Learning

Principal Eigenportfolios for U.S. Equities

Bridging factor and sparse models

Causal Inference in Possibly Nonlinear Factor Models

Exactness in SDP Relaxations of Quadratically Constrained Quadratic Programs

Mixing time of the upper triangular matrix walk over Z/mZ