edoc

Items where contributor is "Oesch, Christian"

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Date | Item Type | Refereed | No Grouping
Jump to: Yes

Yes

Oesch, Christian and Maringer, Dietmar. (2016) Low-latency liquidity inefficiency strategies. Quantitative finance, 17 (5). pp. 717-727.

Oesch, Christian and Maringer, Dietmar. (2015) A Neutral Mutation Operator in Grammatical Evolution. In: Intelligent System'2014, 322. Cham, Heidelberg, New York, Dordrecht, London, pp. 439-449.

Oesch, Christian. (2014) An agent-based model for market impact. In: Computational Intelligence for Financial Engineering & Economics (CIFEr), 2104 IEEE Conference on. London, UK , pp. 17-24.

Oesch, Christian and Maringer, Dietmar. (2013) Portfolio optimization under market impact costs. In: 2013 IEEE Congress on Evolutionary Computation (CEC 2013). Cancun, Mexico, 20-23 June 2013, pp. 1-7.