Olivier Scaillet
Professor
Department of Mathematics
Swiss Finance Institute
Switzerland
Biography
Olivier Scaillet is Professor of Probability and Statistics at the University of Geneva. He joined SFI in 2006 and has held an SFI Senior Chair since 2010. He obtained his PhD in Applied Mathematics from the University of Paris Dauphine. Prof. Scaillet is a regular speaker at leading conferences in finance. His papers have been published in the top academic journals in finance and econometrics.
Research Interest
Application of statistical methods to finance topics and are related, among other matters, to the use of high-frequency trading data.
Publications
-
Gagliardini P,Ossala E, Scaillet O (2016) A Diagnostic Criterion for Approximate Factor Structure.
-
Scaillet O, Treccani A, Trevisan C (2017)High-Frequency Jump Analysis of the Bitcoin Market.
