Fayçal Drissi

Fayçal Drissi

Researcher in Mathematical Finance

Sitemap

A list of all the posts and pages found on the site. For you robots out there is an XML version available for digesting as well.

Pages

Posts

Future Blog Post

less than 1 minute read

Published:

This post will show up by default. To disable scheduling of future posts, edit config.yml and set future: false.

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Blog Post number 4

less than 1 minute read

Published:

This is a sample blog post. Lorem ipsum I can’t remember the rest of lorem ipsum and don’t have an internet connection right now. Testing testing testing this blog post. Blog posts are cool.

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Blog Post number 3

less than 1 minute read

Published:

This is a sample blog post. Lorem ipsum I can’t remember the rest of lorem ipsum and don’t have an internet connection right now. Testing testing testing this blog post. Blog posts are cool.

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Blog Post number 2

less than 1 minute read

Published:

This is a sample blog post. Lorem ipsum I can’t remember the rest of lorem ipsum and don’t have an internet connection right now. Testing testing testing this blog post. Blog posts are cool.

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Blog Post number 1

less than 1 minute read

Published:

This is a sample blog post. Lorem ipsum I can’t remember the rest of lorem ipsum and don’t have an internet connection right now. Testing testing testing this blog post. Blog posts are cool.

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portfolio

publications

talks

Transfer Learning and optimal control for Algorithmic Trading

Published:

Conference link is here.
Paper is here.
Slides are here.

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The microstructure of AMMs, Concentrated Liquidity, and Optimal Liquidity Provision

Published:

Paper is here.
Slides are here.

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Transfer Learning and Bandits in Algorithmic Trading

Published:

Paper is here.
Slides are here.

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Arithmetic Liquidity Pools: AMM Designs Beyond Constant Functions Market Makers

Published:

Conference program is here.
Paper is here.
Slides are here.

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Generalising Automated Market Makers Beyond Constant Functions

Published:

Paper is here.
Slides are here.

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teaching

Computer C++ and Applications to Quantitative Finance

Graduate course, Université Paris 1 Panthéon‑Sorbonne, 2022

This course introduces students to object-oriented programming by exploring the concepts of program specification and design, algorithm development, coding, and testing, with applications to designing a financial pricing library with pricing algorithms for vanilla and path-dependent options.

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Market Microstructure and Algorithmic Trading

Graduate course, University of Oxford - Mathematical and Computational Finance MSc, 2024

This course covers different models of Algorithmic and High Frequency trading for optimal execution and optimal market making.

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workingpapers