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Learn about optimal execution and speculation with trade signals in this 26-minute conference talk by Peter Bank from Technical University of Berlin. Delivered at the Fields-CFI Conference on Optimal Stopping and Its Applications in Finance and Insurance on May 12, 2025, the presentation explores mathematical approaches to trading strategies that incorporate market signals. Discover how optimal stopping theory applies to financial decision-making and execution timing. Suitable for researchers and practitioners interested in quantitative finance, algorithmic trading, and mathematical modeling of financial markets. Access the full abstract on the Fields Institute website for more detailed information about this specialized financial mathematics talk.
