Ioane Muni Toke

Publications :

• Pré-publication, Document de travail - 2 documents
• • Mohammed Salek, Damien Challet, Ioane Muni Toke. Equity auction dynamics: latent liquidity models with activity acceleration, 2024-07-08. (https://hal.science/hal-04391810v2)
  • Mohammed Salek, Damien Challet, Ioane Muni Toke. Price impact in equity auctions: zero, then linear, 2023-09-18. (https://hal.science/hal-03938660v2)
• Article dans une revue - 14 documents
• • Emmanouil Sfendourakis, Ioane Muni Toke. LOB modeling using Hawkes processes with a state-dependent factor, 2023-04-10. (https://hal.science/hal-03417460v1)
  • Ioane Muni Toke, Nakahiro Yoshida. Marked point processes and intensity ratios for limit order book modeling, 2022. (https://hal.science/hal-02465428v1)
  • Ioane Muni Toke, Nakahiro Yoshida. Analyzing order flows in limit order books with ratios of Cox-type intensities, 2020. (https://centralesupelec.hal.science/hal-01799398v3)
  • Marcus Cordi, Damien Challet, Ioane Muni Toke. Testing the causality of Hawkes processes with time reversal, 2018-03-26. (https://hal.science/hal-01593448v1)
  • Ioane Muni Toke. STATIONARY DISTRIBUTION OF THE VOLUME AT THE BEST QUOTE IN A POISSON ORDER BOOK MODEL, 2017-09. (https://centralesupelec.hal.science/hal-01705085v1)
  • Ioane Muni Toke, Nakahiro Yoshida. Modelling intensities of order flows in a limit order book, 2017-03-06. (https://centralesupelec.hal.science/hal-01705080v1)
  • Ioane Muni Toke. Reconstruction of Order Flows using Aggregated Data, 2016. (https://centralesupelec.hal.science/hal-01705074v1)
  • Ioane Muni Toke. The order book as a queueing system: average depth and influence of the size of limit orders, 2015-05. (https://hal.science/hal-01006410v1)
  • Ioane Muni Toke. Exact and asymptotic solutions of the call auction problem, 2015-03-25. (https://hal.science/hal-01061857v1)
  • Ioane Muni Toke. On completion times in a two-class priority queue with impatience, 2014. (https://hal.science/hal-02177396v1)
  • Ioane Muni Toke, Fabrizio Pomponio. Modelling Trades-Through in a Limit Order Book Using Hawkes Processes, 2012-06-14. (https://hal.science/hal-00745554v1)
  • Anirban Chakraborti, Ioane Muni Toke, Marco Patriarca, Frédéric Abergel. Econophysics review: I. Empirical facts, 2011-06-24. (https://hal.science/hal-00621058v1)
  • Anirban Chakraborti, Ioane Muni Toke, Marco Patriarca, Frédéric Abergel. Econophysics review: II. Agent-based models, 2011-06-24. (https://hal.science/hal-00621059v1)
  • Ioane Muni Toke, Jy Girard. Monte Carlo valuation of multidimensional American options through Grid computing, 2006. (https://hal.science/hal-00133257v1)
• Chapitre d'ouvrage - 2 documents
• • Ioane Muni Toke. A Few Simulation Results of Basic Models of Limit Order Books, 2019-04-03. (https://hal.science/hal-02184682v1)
  • Ioane Muni Toke. Market making" behaviour in an order book model and its impact on the bid-ask spread, 2011. (https://hal.science/hal-01705266v1)
• Ouvrage - 1 document
• • Frédéric Abergel, Anirban Chakraborti, Aymen Jedidi, Ioane Muni Toke, Marouane Anane. Limit Order Books, 2016. (https://hal.science/hal-02177394v1)
• Communication dans un congrès - 4 documents
• • Ioane Muni Toke. Stationary distributions in Poisson limit order book models, Workshop on the Mathematics of High-Frequency Trading, Institute for Pure and Applied Mathematics., 2015. (https://unc.hal.science/hal-03387607v1)
  • Ioane Muni Toke. Three research topics on limit order books, IPAM Financial Maths 2015, Core Participants Short Talks, Institute for Pure and Applied Mathematics, 2015. (https://unc.hal.science/hal-03387605v1)
  • Ioane Muni Toke, Abhijeet Gaikwad, Ioane Muni Toke. Parallel Iterative Linear Solvers on GPU: A Financial Engineering Case, 2010-02-17. (https://hal.science/hal-02177386v1)
  • Ioane Muni Toke, Abhijeet Gaikwad, Ioane Muni Toke. GPU based sparse grid technique for solving multidimensional options pricing PDEs, 2009-11-15. (https://hal.science/hal-02177389v1)