Oliver Masutti

Olsen Group (Olsen & Associates Ltd.)

Seefeldstrasse 233

CH-8008 Zurich

Switzerland

SCHOLARLY PAPERS

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Scholarly Papers (1)

1.

Genetic Programming with Syntactic Restrictions Applied to Financial Volatility Forecasting

Olsen & Associates Working Paper No. GOZ.2000-07-28
Number of pages: 23 Posted: 27 May 2001
Gilles O. Zumbach, Olivier V. Pictet and Oliver Masutti
affiliation not provided to SSRNEdgelab, Pictet Asset Management and Olsen Group (Olsen & Associates Ltd.)
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Citation 5

Abstract:

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Volatility forecasting, Genetic Programming, Syntactic restrictions