Bastien Chopard

University of Geneva

40, Boulevard du Pont-d'Arve

Genève, CH - 1205

Switzerland

SCHOLARLY PAPERS

2

DOWNLOADS

255

CITATIONS

3

Scholarly Papers (2)

1.

Multi-Scale Representation of High Frequency Market Liquidity

Number of pages: 26 Posted: 12 Feb 2014
Flov technologies, University of Geneva, Olsen Ltd. and University of Geneva
Downloads 255 (119,021)
Citation 5

Abstract:

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Liquidity, Information Theory, Multi-Scale, Foreign Exchange, High Frequency Trading

2.

Using Genetic Algorithms for Robust Optimization in Financial Applications

Posted: 25 Aug 1998
Pictet Asset Management, DEAR-Consulting, University of Geneva, University of Geneva, Olsen Group (Olsen & Associates Ltd.) and University of Lausanne

Abstract:

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