Cooper and Van Vliet’s Paper Accepted by Algorithmic Finance

Ricky Cooper, Assistant Professor of Finance, Benjamin Van Vliet, Assistant Professor of Finance, and Michael Ong’s paper on "Multi-scale Capability: A Better Approach to Performance Measurement for Algorithmic Trading," has been accepted for publication by Algorithmic Finance.

Algorithmic Finance is a new academic research journal that blends the fields of computer science and finance. The advisory board includes Myron Scholes and Kenneth Arrow, both Nobel Prize winners, in addition to Richard Thaler of University of Chicago, and Herman Chernoff of Harvard University.