Speaker Detail

Sophie Laruelle photo

Sophie Laruelle

Assistant Professor at Université Paris-Est Créteil (UPEC)


Currently Assistant Professor at Université Paris-Est Créteil (UPEC), Sophie Laruelle defended her PhD in December 2011 under the supervision of Gilles Pagès on analysis of stochastic algorithms applied to Finance.

During her PhD, she made two contributions on market microstructure in collaboration with Charles-Albert Lehalle: the first one on the optimal allocation among dark pools and the second on optimal posting price in the limit order book.

She then worked at Ecole Centrale Paris with Frédéric Abergel on agent-based models and she now continues to work on applications of stochastic approximation theory notably to market microstructure for building trading algorithms.

Related Sessions

Session Name Date Time
Parallel Session Finance - Session 4 05 NOV 2015 05:20pm - 05:50pm