Statistics
Publications
7
Citations
171
H-Index
7
Active since
2008
Affiliations
Rolf Waeber is an author at Cornell University specializing in computer science, algorithms, and trading strategies.
Publications per year
2008–2016
7
7
Reducing transaction costs with low-latency trading algorithms
Sasha Stoikov, Rolf Waeber · Quantitative Finance · 2016 · 22 citations
Online algorithms in high-frequency trading
Jacob Loveless, Sasha Stoikov, Rolf Waeber · Communications of the ACM · 2013 · 21 citations
Business, Finance, Algorithms +12
A bayesian approach to stochastic root finding
Rolf Waeber, Peter I. Frazier, Shane G. Henderson · 2015 · 16 citations
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