Ioane Muni Toke

Laboratoire

MICS

Mots cles

Quantitative Finance, Financial Mathematics, Market Microstructure

Site WEB

Publications (27)

06/01/2026

Optimal execution on Uniswap v2/v3 under transient price impact

Damien Challet , Ioane Muni Toke

07/02/2025

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

Timothée Fabre , Ioane Muni Toke

Article dans une revue 12/01/2024

Equity auction dynamics: latent liquidity models with activity acceleration

Damien Challet , Ioane Muni Toke

Article dans une revue 01/01/2024

Price impact in equity auctions: zero, then linear

Damien Challet , Ioane Muni Toke

Article dans une revue 10/04/2023

LOB modeling using Hawkes processes with a state-dependent factor

Emmanouil Sfendourakis , Ioane Muni Toke

Article dans une revue 01/01/2022

Marked point processes and intensity ratios for limit order book modeling

Nakahiro Yoshida , Ioane Muni Toke

Article dans une revue 01/01/2020

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

Nakahiro Yoshida , Ioane Muni Toke

Chapitre d'ouvrage 03/04/2019

A Few Simulation Results of Basic Models of Limit Order Books

Ioane Muni Toke

Article dans une revue 26/03/2018

Testing the causality of Hawkes processes with time reversal

Marcus Cordi , Damien Challet , Ioane Muni Toke

Article dans une revue 01/09/2017

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

Ioane Muni Toke

Article dans une revue 06/03/2017

Modelling intensities of order flows in a limit order book

Nakahiro Yoshida , Ioane Muni Toke

Ouvrage 01/01/2016

Limit Order Books

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

Article dans une revue 01/01/2016

Reconstruction of Order Flows using Aggregated Data

Ioane Muni Toke

Article dans une revue 01/05/2015

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

Ioane Muni Toke

Article dans une revue 25/03/2015

Exact and asymptotic solutions of the call auction problem

Ioane Muni Toke

Communication dans un congrès 01/01/2015

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

Ioane Muni Toke

Communication dans un congrès 01/01/2015

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

Article dans une revue 01/01/2014

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

Ioane Muni Toke

Article dans une revue 14/06/2012

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

Fabrizio Pomponio , Ioane Muni Toke

Article dans une revue 24/06/2011

Econophysics review: II. Agent-based models

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

Article dans une revue 24/06/2011

Econophysics review: I. Empirical facts

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

Chapitre d'ouvrage 01/01/2011

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

Ioane Muni Toke

Communication dans un congrès 17/02/2010

Parallel Iterative Linear Solvers on GPU: A Financial Engineering Case

Abhijeet Gaikwad , Ioane Muni Toke , Ioane Muni Toke

Communication dans un congrès 17/02/2010

Parallel Iterative Linear Solvers on GPU: A Financial Engineering Case

Abhijeet Gaikwad , Ioane Muni Toke , Ioane Muni Toke

Communication dans un congrès 15/11/2009

GPU based sparse grid technique for solving multidimensional options pricing PDEs

Abhijeet Gaikwad , Ioane Muni Toke , Ioane Muni Toke

Communication dans un congrès 15/11/2009

GPU based sparse grid technique for solving multidimensional options pricing PDEs

Abhijeet Gaikwad , Ioane Muni Toke , Ioane Muni Toke

Article dans une revue 01/01/2006

Monte Carlo valuation of multidimensional American options through Grid computing

Jy Girard , Ioane Muni Toke