Laurent Schoeffel

Centre d'Etudes de Saclay (CEA)

Gif-sur-Yvette , 91191

France

SCHOLARLY PAPERS

6

DOWNLOADS

566

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (6)

1.

Ideas in Algorithmic Trading and System Modeling for Pedestrians

Number of pages: 69 Posted: 06 Nov 2011
Laurent Schoeffel
Centre d'Etudes de Saclay (CEA)
Downloads 260 (128,788)

Abstract:

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algorithms, financial markets, random walk model, time series analysis, statistical inference, future contracts

2.

About the Non-Random Content of Financial Markets

Number of pages: 19 Posted: 06 Nov 2011
Laurent Schoeffel
Centre d'Etudes de Saclay (CEA)
Downloads 114 (263,506)

Abstract:

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financial markets, random walk model, time series analysis, statistical inference, future contracts

3.

Time Scales in Futures Markets and Applications

Number of pages: 14 Posted: 05 Nov 2011
Laurent Schoeffel
Centre d'Etudes de Saclay (CEA)
Downloads 70 (357,905)
Citation 3

Abstract:

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probability distribution, log-returns, factorial moments, scaling

4.

Intermittency in Quantitative Finance

Number of pages: 5 Posted: 06 Nov 2011
Laurent Schoeffel
Centre d'Etudes de Saclay (CEA)
Downloads 45 (440,426)

Abstract:

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probability distribution, log-returns, factorial moments, scaling, intermittency

5.

Returns in Futures Markets and v=3 t-Distribution

Number of pages: 6 Posted: 06 Nov 2011
Laurent Schoeffel
Centre d'Etudes de Saclay (CEA)
Downloads 40 (460,958)

Abstract:

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t-distribution, probability distribution, financial time series, high frequency

6.

Factorial Moments in Complex Systems

Number of pages: 8 Posted: 06 Nov 2011
Laurent Schoeffel
Centre d'Etudes de Saclay (CEA)
Downloads 37 (473,919)

Abstract:

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Factorial moments, multiplicity distributions, correlation, sequences of returns of positive or negative signs, gap probability