2 citations · 2 across the 2 of their papers we have counts for
2 papers
q-fin.PM2024
Randomized Control in Performance Analysis and Empirical Asset Pricing
Cyril Bachelard, Apostolos Chalkis, Vissarion Fisikopoulos +1
The present article explores the application of randomized control techniques in empirical asset pricing and performance evaluation. It introduces geometric random walks, a class o…
cs.CG2022★ 2 cited
Randomized geometric tools for anomaly detection in stock markets
Cyril Bachelard, Apostolos Chalkis, Vissarion Fisikopoulos +1
We propose novel randomized geometric tools to detect low-volatility anomalies in stock markets; a principal problem in financial economics. Our modeling of the (detection) problem…