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AMCS/PICS Colloquium Series: Dr. Steve Shreve (Carnegie Mellon)

Friday, February 26, 2016 - 2:00pm to 3:00pm

Towne 337

Speaker: Dr. Steve Shreve, Orion Hoch Professor of Mathematical Sciences at Carnegie Mellon University
Title: A Diffusion Model for Limit-Order Book Evaluation

Light refreshments and snacks will be provided.