Items where contributor is "Oesch, Christian"

2016

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

2015

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.

2013

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.