Dr. Lin MA (中文名:马琳)


IAE (Insitute of management)

University of Lille 1

104, avenue peuple Belge

59000 Lille, France


Email me: lin.ma@iae.univ-lille1.fr

Welcome to my page! My name is Lin Ma, associate professor (maître de conférences in French) at university of Lille 1. I defended my PhD. dissertation in 2010, and work as a full time teacher and researcher on computational finance since then.

My researching fields:

Algorithmic complexity of financial markets

Randomness in Finance is traditionally studied in stochastic terms, though there exists, since long, another theoretical framework that also tranckles the notion of random series: the Algorithmic Complexity Theory. Following this latter framework, many applications have been developed in biology, in computer science and other scientific fields, while we are still at the beginning of the embedness of algorithmic theory in finance.

Publications in this field:

- O. Brandouy, J-P Delahaye, L. MA (2015), Estimating the Algorithmic Complexity of Stock Markets, Algorithmic Finance, forthcoming.

- O. Brandouy J-P Delahaye and L. Ma (2014), A definition of financial randomness, Quantitative Finance, 14(5), 761-770.

- O. Brandouy J-P Delahaye and L. Ma, Hector Zenil (2014), Algorithmic complexity of financial motions, Research in International Business and Finance, Vol 30, P 336–347.

- B. Beaufils, O. Brandouy, L. Ma et P. Mathieu (2009), "Simuler pour comprendre: Une explication des dynamiques de marchés financiers par les systèmes multi-agents", Systèmes d'Information et Management, 14(4), 51-70.


- O. Brandouy J-P Delahaye and L. Ma, On the algorithmic complexity of financial motions, key speaker, Irlande, 2012.

- L. Ma, "An algorithmic definition of financial randomaness", AFFI, Montpellier, 2011.

- B. Beaufils, O. Brandouy, L. Ma et P. Mathieu, "Marché financier et les systèmes multi-agents", AFFI, Brest, 2009.

Working papers:

- Lin MA, Jean-Paul Delahaye, An Algorithmic Glance at Financial Volatility, submitted, 2014.

Market microstructure and asset volatility

Currently, I'm interested by the impact of derivative products on spot market volatily. This is a well debated topics in finance, many available theoretical and empirical studies. However, their results often diverge from model to model and from database to database. With the developement of high frequency data uses in finance, can we add new contributions to this debate?

Working papers:

- L. Ma (2013), "Futures Contract Trading, Realized Volatility and Market Microstructural Noise", working paper.

- L. Ma (2009), "Are Stylized Facts Quantitatively Universal ?", AFFI, Brest, 2009.


My teaching fields:

Master 2 Math-finance:

Master 1 Math-finance:

Master 2 Finance and corporate development: