"Analytics and Models for Regulation" Teaching and Research Chair

The "Analytics and Models for Regulation" Teaching and Research Chair was created in 2016 under the auspices of École Polytechnique, its Foundation and its sister Foundation, the Friends of École Polytechnique. Led by Mathieu Rosenbaum, professor of mathematics at l’X, this Chair aims to provide quantitative solutions to problems in the regulation of the current financial system. The objective of the Chair is to improve our understanding of the process of price-setting and the impact of market participants’ behavior on the fundamental features of prices. One particular research project conducted by the Chair aims to prove that tick relevance, i.e. the smallest permitted price difference between two transactions, is a valuable regulatory tool for high-frequency trading.