Dr Ryan Donnelly Dr Ryan Donnelly Academics Supervisors Lecturer in Financial Mathematics Research subject areas Banking Finance Mathematics Contact details +44 020 7848 9551 ryan.f.donnelly@kcl.ac.uk
Liquidity Competition Between Brokers and an Informed Trader Dynamic Inventory Management with Mean-Field Competition Exploratory Control with Tsallis Entropy for Latent Factor Models Optimal Execution: A Review Insider trading with temporary price impact Optimal Trading with Differing Trade Signals Hedging nontradable risks with transaction costs and price impact Portfolio liquidation and ambiguity aversion EFFORT EXPENDITURE FOR CASH FLOW IN A MEAN-FIELD EQUILIBRIUM Optimal Decisions in a Time Priority Queue Enhancing trading strategies with order book signals Algorithmic Trading with Model Uncertainty View all publications