Ioane Muni Toke

Laboratoire

Mathématiques et Informatique pour la Complexité et les Systèmes

Mots cles

Quantitative Finance, Financial Mathematics, Market Microstructure

Publications (26)

20/08/2025

High-Frequency Market Manipulation Detection with a Markov-modulated Hawkes process

Timothée Fabre , Ioane Muni Toke

Article dans une revue 11/06/2025

LOB modeling using Hawkes processes with a state-dependent factor

Emmanouil Sfendourakis , Ioane Muni Toke

Article dans une revue 10/06/2025

Analyzing order flows in limit order books with ratios of Cox-type intensities

Nakahiro Yoshida , Ioane Muni Toke

Article dans une revue 10/06/2025

Marked point processes and intensity ratios for limit order book modeling

Nakahiro Yoshida , Ioane Muni Toke

Article dans une revue 10/06/2025

Modelling intensities of order flows in a limit order book

Nakahiro Yoshida , Ioane Muni Toke

Article dans une revue 07/02/2025

Price impact in equity auctions: zero, then linear

Damien Challet , Ioane Muni Toke

Communication dans un congrès 07/02/2025

Stationary distributions in Poisson limit order book models, Workshop on the Mathematics of High-Frequency Trading, Institute for Pure and Applied Mathematics.

Ioane Muni Toke

Communication dans un congrès 07/02/2025

Three research topics on limit order books, IPAM Financial Maths 2015, Core Participants Short Talks, Institute for Pure and Applied Mathematics

Ioane Muni Toke

Article dans une revue 18/12/2024

Econophysics review: I. Empirical facts

Anirban Chakraborti , Marco Patriarca , Ioane Muni Toke , Frédéric Abergel

Article dans une revue 19/11/2024

Equity auction dynamics: latent liquidity models with activity acceleration

Damien Challet , Ioane Muni Toke

Article dans une revue 13/11/2024

The order book as a queueing system: average depth and influence of the size of limit orders

Ioane Muni Toke

Ouvrage 13/11/2024

Limit Order Books

Anirban Chakraborti , Aymen Jedidi , Marouane Anane , Frédéric Abergel , Ioane Muni Toke

Article dans une revue 13/11/2024

Reconstruction of Order Flows using Aggregated Data

Ioane Muni Toke

Article dans une revue 13/11/2024

Exact and asymptotic solutions of the call auction problem

Ioane Muni Toke

Chapitre d'ouvrage 22/05/2024

A Few Simulation Results of Basic Models of Limit Order Books

Ioane Muni Toke

Article dans une revue 19/04/2024

Modelling Trades-Through in a Limit Order Book Using Hawkes Processes

Fabrizio Pomponio , Ioane Muni Toke

Article dans une revue 18/04/2024

On completion times in a two-class priority queue with impatience

Ioane Muni Toke

Communication dans un congrès 12/01/2024

Parallel Iterative Linear Solvers on GPU: A Financial Engineering Case

Abhijeet Gaikwad , Ioane Muni Toke , Ioane Muni Toke

Communication dans un congrès 12/01/2024

Parallel Iterative Linear Solvers on GPU: A Financial Engineering Case

Abhijeet Gaikwad , Ioane Muni Toke , Ioane Muni Toke

Communication dans un congrès 05/12/2023

GPU based sparse grid technique for solving multidimensional options pricing PDEs

Abhijeet Gaikwad , Ioane Muni Toke , Ioane Muni Toke

Communication dans un congrès 05/12/2023

GPU based sparse grid technique for solving multidimensional options pricing PDEs

Abhijeet Gaikwad , Ioane Muni Toke , Ioane Muni Toke

Chapitre d'ouvrage 23/05/2023

Market making" behaviour in an order book model and its impact on the bid-ask spread

Ioane Muni Toke

Article dans une revue 09/03/2023

STATIONARY DISTRIBUTION OF THE VOLUME AT THE BEST QUOTE IN A POISSON ORDER BOOK MODEL

Ioane Muni Toke

Article dans une revue 09/03/2023

Econophysics review: II. Agent-based models

Anirban Chakraborti , Marco Patriarca , Ioane Muni Toke , Frédéric Abergel

Article dans une revue 09/03/2023

Testing the causality of Hawkes processes with time reversal

Marcus Cordi , Damien Challet , Ioane Muni Toke

Article dans une revue 26/06/2022

Monte Carlo valuation of multidimensional American options through Grid computing

Jy Girard , Ioane Muni Toke