market microstructure

David Evangelista

Ph.D. Student, Applied Mathematics and Computational Sciences

Partial Differential Equations mean-field games optimal control theory game theory market microstructure optimal execution price formation

David Evangelista is a Ph.D. Candidate at King Abdullah University of Science and Technology (KAUST), working in the areas of partial differential equations, mean-field games (MFG), and market microstructure. He is expect to receive a Ph.D. from KAUST in June 2019, under the direction of Professor Diogo A. Gomes. David's research interests are in optimal control theory, nonlinear partial differential equations, MFG, and market microstructure. MFG is a framework to study interactions of a large number of indistinguishable players that play differential games. MFG has become an active research