Ioane Muni Toke
Research interests
- Applied probability and applied statistics for financial market analysis.
- Quantitative finance, market microstructure, high-frequency data and limit order books.
- Statistics of point processes.
Publications
Latest preprints
Gyotoku, Yoshihiro, Ioane Muni Toke and Nakahiro Yoshida. Deep learning of point processes for modeling high-frequency data preprint arXiv:2504.15944 (2025)
Baude, Bastien, Damien Challet, and Ioane Muni Toke. Optimal risk-aware interest rates for decentralized lending protocols preprint arXiv:2502.19862 (2025).
Fabre, Timothée and Ioane Muni Toke, High-Frequency Market Manipulation Detection with a Markov-modulated Hawkes process, preprint arXiv :2502.04027 (2025).
Fabre, Timothée, and Ioane Muni Toke, Neural Hawkes: Non-Parametric Estimation in High Dimension and Causality Analysis in Cryptocurrency Markets, arXiv preprint arXiv:2401.09361, to appear in Quantitative Finance (2025)
Publication lists and repositories
HAL.
Book
Limit order books. Cambridge University Press, 2016. With Frédéric Abergel, Marouane Anane, Anirban Chakraborti and Aymen Jedidi.
Teaching
In charge of the Quantitative Finance Track (Mathematics and Data Science major) at CentraleSupelec, Université Paris-Saclay.
Resources for 2024-2025 courses
- L3/Engineering school 1st year, Convergence, Integration and Probability Edunao
- M2/Engineering school 3rd year, Stochastic Models in Finance Edunao
- M2/Engineering school 3rd year, High-Frequency data and limit order books Edunao. Course also offered in the M2SFA (ENSAE/IPP) and the M2FQ (Université Paris-Saclay).
Contact
Office sc.113, Bouygues building
CentraleSupelec, Université Paris-Saclay
3 rue Joliot Curie, 91190 Gif-sur-Yvette
01.75.31.68.84
ioane.muni-toke@centralesupelec.fr