9 research outputs found
Portfolio Optimization for Cointelated Pairs: SDEs vs Machine Learning
- Publication venue
- 'IOS Press'
- Publication date
- 07/01/2021
- Field of study
Get PDFPortfolio Optimization in the Context of Cointelated Pairs: Stochastic Differential Equation vs. Machine Learning Approach
- Author
- A Al-Aradi
- Al-Jarrah
- B Mahdavi-Damghani
- B Mahdavi-Damghani
- B Mahdavi-Damghani
- B Mahdavi-Damghani
- B Mahdavi-Damghani
- B Mahdavi-Damghani
- B Mahdavi-Damghani
- B Mahdavi-Damghani
- Babak Mahdavi-Damghani
- C Leonard
- Cristin Buescu
- D Hendricks
- E Soeryana
- G Uhlenbeck
- H Benaroya
- H Markowitz
- H Tucker
- J Cox
- J Gatheral
- J Sirignano
- J.-G Lee
- K Cukier
- Konul Mustafayeva
- M Lo�velo�lo�ve
- R Elliot
- R Korn
- S Fan
- S Mudchanatongsuk
- Stephen Roberts
- T C Johnson
- Van Der
- X Jin
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2017
- Field of study
No full textA Proposed Risk Modeling Shift from the Approach of Stochastic Differential Equation towards Machine Learning Clustering: Illustration with the Concepts of Anticipative & Responsible VaR
- Author
- A D Fokker
- A Doucet
- A Marshall
- A W
- Alfred J Lotka
- Andrew Kos Babak Mahdavi Damghani
- Axel Vogt
- Babak Mahdavi-Damghani
- Babak Mahdavi-Damghani
- Babak Mahdavi-Damghani
- Bruno Dupire
- Bruno Dupire
- C S Elton
- C S Elton
- Chris Rogers
- Damghani Babak Mahdavi
- Damghani Babak Mahdavi
- Daniella Babak Mahdavi Damghani
- Erica Chauvet
- Frank Rosenblatt
- G Andrew
- G E Hutchinson
- G E Uhlenbeck
- G Kitagawa
- G Michailidis
- Genshiro Kitagawa
- Howard Tucker
- J A Bucklew
- J E Cox
- J E Handschin
- J Gatheral
- J S Liu
- Jim Gatheral
- Jim Gatheral
- Jim Gatheral
- John Horton
- Karl Sigmund
- Kevin Shear Mccann
- M Isard
- M Planck
- Mahdavi Babak
- Martin Nowak
- Marton Nowak
- Marvin Minsky
- Meera Sharma
- N Gordon
- Nassim Nicholas Taleb
- Nicole El Karoui
- Nitish Srivastava
- P J Schonbucher
- P Yodzis
- Patrick Alfred Pierce Moran
- Patrick S Hagan
- Peter Tankov
- Peter Youngman
- R H Macarthur
- Richard Bellman
- Robert Axelrod
- Robert Axelrod
- Robert M May
- S Benaim
- S L Heston
- S L Pimm
- S Mankad
- Stephen Roberts
- Vito Volterra
- Walter Pitts
- Warren Mcculloch
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2017
- Field of study
No full textIntroducing the HFTE Model: A Multi-Species Predator Prey Ecosystem for High Frequency Quantitative Financial Strategies
- Author
- Alfred J Lotka
- Angel Manuel Ramos
- Babak Mahdavi-Damghani
- Babak Mahdavi-Damghani
- Babak Mahdavi-Damghani
- C S Elton
- C S Elton
- Erica Chauvet
- Frank Rosenblatt
- G Andrew
- G E Hutchinson
- G Michailidis
- John Horton
- Karl Sigmund
- Kevin Shear Mccann
- Mahdavi Babak
- Martin Gardner
- Martin Nowak
- Marton Nowak
- Marvin Minsky
- Nanex
- Nassim Nicholas Taleb
- Nicola Serra
- Nicola Serra
- Nitish Srivastava
- P Yodzis
- R H Macarthur
- Robert Axelrod
- Robert Axelrod
- Robert M May
- S L Pimm
- S Mankad
- Vito Volterra
- Walter Pitts
- Warren Mcculloch
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2017
- Field of study
No full textMachine Learning Techniques for Deciphering Implied Volatility Surface Data in a Hostile Environment: Scenario Based Particle Filter, Risk Factor Decomposition & Arbitrage Constraint Sampling
- Author
- A D Fokker
- A D Simon Duane
- A Doucet
- A Doucet
- A Doucet
- A Doucet
- A Marshall
- A P Dempster
- A P Henk
- Anderson
- Andrew Kos Babak Mahdavi-Damghani
- Axel Vogt
- Babak Mahdavi
- Babak Mahdavi
- Babak Mahdavi-Damghani
- Babak Mahdavi-Damghani
- Babak Mahdavi-Damghani
- Babak Mahdavi-Damghani
- Babak Mahdavi-Damghani
- Bruno Dupire
- Bruno Dupire
- C Hue
- C Hue
- Chris Rogers
- Clara Leonard
- D Avitzour
- D Crisan
- D J Salmond
- D J Salmond
- D L Alspach
- D L David
- D P Bertsekas
- D Read
- D Schulz
- D Schulz
- Dan Immergluck
- David Mackay
- F Dellaert
- G Kitagawa
- G Kitagawa
- Genshiro Kitagawa
- H A P Blom
- H Gauvrit
- H Sidenbladh
- H Sidenbladh
- H Sidenbladh
- H Sidenbladh
- J A Bucklew
- J E Handschin
- J Gatheral
- J Larsen
- J Liu
- J Peter
- J S Liu
- J Vermaak
- Jack Li
- Jim Gatheral
- Jim Gatheral
- Jim Gatheral
- Kohlhagen Garman
- L D Stone
- L Y Pao
- Lynda Flom
- M A Tanner
- M G Rutten
- M Isard
- M K Pitt
- M Orton
- M Planck
- M Radford
- N Gordon
- N Ikoma
- N J Gordon
- N J Gordon
- N J Gordon
- Nicholas Metropolis
- Nicole El Karoui
- O Frank
- P J Schonbucher
- P Willett
- Patrick S Hagan
- Peter Tankov
- R D Leone
- R E Kalman
- R E Kalman
- R J Fitzgerald
- R Karlsson
- R L Popp
- R L Streit
- R P S Mahler
- R P S Mahler
- R R Hocking
- Rudolph Van Der Merwe
- S Benaim
- S Blackman
- S Geman
- S Haykin
- S J Julier
- S J Roberts
- S Jun
- S L Heston
- S Roberts
- S Roweis
- Stephen Roberts
- T Fortmann
- Timothy C Johnson
- W Ng
- W R Gilks
- William Ng
- William Ng
- X R Li
- Y Bar-Shalom
- Y Boers
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2018
- Field of study
No full textData-Driven Models & Mathematical Finance: Opposition or Apposition?
- Author
- A Benveniste
- A C C Coolen
- A C Inci
- A D Fokker
- A D Simon Duane
- A Doucet
- A Doucet
- A Doucet
- A Doucet
- A Doucet
- A H Tewfik
- A Hall
- A Marshall
- A P Dempster
- A P Henk
- A Schlogl
- A Vervuurt
- A W
- Adam Hayes
- Adam Smith
- Alexandr Mikhailovich
- Alexandre Antonov
- Alfred J Lotka
- Ali Al-Aradi
- Alvaro Cartea
- Alvaro Cartea
- Alvaro Cartea
- Alvaro Cartea
- Alvaro Cartea
- Alvaro Cartea
- Anderson Mark Robert
- Andrey Arnold
- Andrey Kolmogorov
- Axel Vogt
- B D O Anderson
- B Mahdavi-Damghani
- B N Vo
- Babak Mahdavi
- Babak Mahdavi
- Babak Mahdavi
- Babak Mahdavi
- Babak Mahdavi-Damghani
- Babak Mahdavi-Damghani
- Babak Mahdavi-Damghani
- Babak Mahdavi-Damghani
- Babak Mahdavi-Damghani
- Babak Mahdavi-Damghani
- Babak Mahdavi-Damghani
- Babak Mahdavi-Damghani
- Babak Mahdavi-Damghani
- Babak Mahdavi-Damghani
- Babak Mahdavi-Damghani
- Bloomberg
- Bruno Dupire
- Bruno Dupire
- C Hue
- C Hue
- C S Elton
- C S Elton
- Cedric Villani
- Chikio Hayashi
- Chris Rogers
- Clara Leonard
- D Avitzour
- D J Salmond
- D J Salmond
- D L Alspach
- D L David
- D P Bertsekas
- D Read
- D Schulz
- D Schulz
- Dag Tj�stheim
- Damien Challet
- Dan Immergluck
- David Mackay
- David Sprecher
- David Sprecher
- De Hadrien
- E Fama
- E Moro
- Erica Chauvet
- F Dellaert
- Fischer Black
- Forde
- Frank Rosenblatt
- G Andrew
- G E Hutchinson
- G E Uhlenbeck
- G E Uhlenbeck
- G G Lorentz
- G Kitagawa
- G Kitagawa
- G Lorentz
- Genshiro Kitagawa
- H A P Blom
- H Benaroya
- H Gauvrit
- H Markowitz
- H Sidenbladh
- H Sidenbladh
- H Sidenbladh
- H Sidenbladh
- Hamed Amini
- Harold Bierman
- Howard Tucker
- Iacopo Mastromatteo
- Iacopo Mastromatteo
- Iain Murray
- Ian J Goodfellow
- Ivan Zezula
- J
- J A Bucklew
- J C Rodrigues
- J Cox
- J E Handschin
- J Gatheral
- J Larsen
- J Linter
- J Liu
- J Peter
- J S Liu
- J Tobin
- J Vermaak
- Jack Li
- Jae-Gil Lee
- Jean-Philippe Bouchaud
- Jean-Philippe Bouchaud
- Jim Gatheral
- Jim Gatheral
- Jim Gatheral
- John Horton
- Jos� Moran
- Jurgen Braun
- Justin Sirignano
- Justin Sirignano
- K Pearson
- K Pearson
- Kenneth Cukier
- Kevin Shear Mccann
- Ki Hosam
- Kohlhagen Garman
- L D Stone
- L Steven
- L Y Pao
- Louis Bachelier
- Lynda Flom
- M A Tanner
- M Forde
- M G Rutten
- M Isard
- M K Pitt
- M Lo�ve
- M Orton
- M Planck
- M R Vargas
- M Radford
- Mark Buchanan
- Martin Gardner
- Martin Nowak
- Martin Nowak
- Marvin Minsky
- Matt Burgess
- Meera Sharma
- Michle Basseville
- N Gordon
- N Ikoma
- N J Gordon
- N J Gordon
- N J Gordon
- Nanex
- Nassim Nicholas Taleb
- Nicholas Metropolis
- Nicole El Karoui
- Nitish Srivastava
- O Frank
- Omar Al-Jarrah
- P
- P J Schonbucher
- P Willett
- P Yodzis
- Patrick S Hagan
- Paul Wilmott
- Peter Tankov
- Peter Youngman
- R Bellman
- R Campbell
- R D Leone
- R Dawkins
- R E Kalman
- R E Kalman
- R F Engle
- R Fernholz
- R Fernholz
- R H Macarthur
- R J Fitzgerald
- R Karlsson
- R Korn
- R L Popp
- R L Streit
- R Lagnado
- R P S Mahler
- R P S Mahler
- R R Hocking
- Richard Bellman
- Robert Axelrod
- Robert Axelrod
- Robert Hecht-Nielsen
- Robert Hecht-Nielsen
- Robert M May
- Roger Lee
- S Benaim
- S Blackman
- S Crepey
- S Geman
- S Haykin
- S J Julier
- S J Roberts
- S Jun
- S L Heston
- S L Pimm
- S Mudchanatongsuk
- S Roberts
- S Roweis
- Shaokun Fan
- Stephen Roberts
- Stephen Roberts
- Steven W Brian Arthur
- T Fortmann
- Timothy C Johnson
- Vasant Dhar
- Vito Volterra
- W Ng
- W R Gilks
- W Sharpe
- Warren Mcculloch
- William Ng
- William Ng
- X R Li
- Xiaolong Jin
- Y
- Y Bar-Shalom
- Y Boers
- Y Hong
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2019
- Field of study
No full textA Bottom-up Approach to the Financial Markets
- Author
- A C C Coolen
- A D Simon Duane
- A Doucet
- A Doucet
- A Doucet
- A Doucet
- A Doucet
- A Hall
- A Marshall
- A P Dempster
- A P Henk
- Adam Hayes
- Adam Smith
- Alexandr Mikhailovich
- Alfred J Lotka
- Alvaro Cartea
- Alvaro Cartea
- Anderson
- Anderson Mark Robert
- Andrey Arnold
- Andrey Kolmogorov
- B N Vo
- Babak Mahdavi
- Babak Mahdavi
- Babak Mahdavi-Damghani
- Babak Mahdavi-Damghani
- Babak Mahdavi-Damghani
- Babak Mahdavi-Damghani
- Babak Mahdavi-Damghani
- Babak Mahdavi-Damghani
- Babak Mahdavi-Damghani
- Bruno Dupire
- Bruno Dupire
- C Hue
- C Hue
- C S Elton
- C S Elton
- Cedric Villani
- Clara Leonard
- D Avitzour
- D J Salmond
- D J Salmond
- D L Alspach
- D L David
- D P Bertsekas
- D Read
- D Schulz
- D Schulz
- Damien Challet
- Dan Immergluck
- David Mackay
- David Sprecher
- David Sprecher
- E Moro
- Erica Chauvet
- F Dellaert
- Frank Rosenblatt
- G Andrew
- G E Hutchinson
- G G Lorentz
- G Kitagawa
- G Kitagawa
- G Lorentz
- Genshiro Kitagawa
- H A P Blom
- H Gauvrit
- H Sidenbladh
- H Sidenbladh
- H Sidenbladh
- H Sidenbladh
- Iacopo Mastromatteo
- Iacopo Mastromatteo
- Ian J Goodfellow
- J
- J A Bucklew
- J E Handschin
- J Larsen
- J Liu
- J Peter
- J S Liu
- J Vermaak
- Jack Li
- Jae-Gil Lee
- Jean-
- Jean-Philippe Bouchaud
- Jean-Philippe Bouchaud
- Jim Gatheral
- John Horton
- Jos� Moran
- Jurgen Braun
- Justin Sirignano
- Karl Sigmund
- Kenneth Cukier
- Kevin Shear Mccann
- L D Stone
- L Y Pao
- Louis Bachelier
- M A Tanner
- M G Rutten
- M Isard
- M K Pitt
- M Orton
- M R Vargas
- M Radford
- Mark Buchanan
- Martin Gardner
- Martin Nowak
- Marton Nowak
- Marvin Minsky
- Matt Burgess
- N Gordon
- N Ikoma
- N J Gordon
- N J Gordon
- N J Gordon
- Nanex
- Nassim Nicholas Taleb
- Nicholas Metropolis
- Nitish Srivastava
- O Frank
- Omar Al-Jarrah
- P Willett
- P Yodzis
- R D Leone
- R Dawkins
- R E Kalman
- R E Kalman
- R H Macarthur
- R J Fitzgerald
- R Karlsson
- R L Popp
- R L Streit
- R P S Mahler
- R P S Mahler
- Richard Bellman
- Robert Axelrod
- Robert Axelrod
- Robert Hecht-Nielsen
- Robert Hecht-Nielsen
- Robert M May
- S Blackman
- S Geman
- S Haykin
- S J Julier
- S J Roberts
- S Jun
- S Kullback
- S L Pimm
- S Roweis
- Shaokun Fan
- Stephen Roberts
- Stephen Roberts
- Steven W Brian Arthur
- T Fortmann
- Timothy C Johnson
- Vito Volterra
- W Ng
- W R Gilks
- Walter Pitts
- Warren Mcculloch
- William Ng
- William Ng
- X R Li
- Xiaolong Jin
- Y Bar-Shalom
- Y Boers
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2019
- Field of study
No full textDeciphering Price Formation in the High Frequency Domain: Systems & Evolutionary Dynamics As Keys for Construction of the High Frequency Trading Ecosystem.
- Author
- A D Simon Duane
- A Doucet
- A Doucet
- A Doucet
- A Doucet
- A Marshall
- A P Dempster
- A P Henk
- Alfred J Lotka
- Anderson
- Babak Mahdavi
- Babak Mahdavi-Damghani
- Babak Mahdavi-Damghani
- Babak Mahdavi-Damghani
- C Hue
- C Hue
- C S Elton
- C S Elton
- D Avitzour
- D Hendricks
- D J Salmond
- D J Salmond
- D L Alspach
- D L David
- D P Bertsekas
- D Read
- D Schulz
- D Schulz
- David Mackay
- Erica Chauvet
- F Dellaert
- Frank Rosenblatt
- G Andrew
- G E Hutchinson
- G Kitagawa
- G Kitagawa
- Genshiro Kitagawa
- Gerald Appel
- H A P Blom
- H Gauvrit
- H Sidenbladh
- H Sidenbladh
- H Sidenbladh
- H Sidenbladh
- J
- J A Bucklew
- J E Handschin
- J Larsen
- J Liu
- J Peter
- J S Liu
- J Vermaak
- Jack Li
- Jean-Philippe Bouchaud
- John Horton
- Karl Sigmund
- Kevin Shear Mccann
- L D Stone
- L Y Pao
- M A Tanner
- M G Rutten
- M Isard
- M K Pitt
- M Orton
- M Radford
- Mark Buchanan
- Martin Gardner
- Martin Nowak
- Marton Nowak
- Marvin Minsky
- N Gordon
- N Ikoma
- N J Gordon
- N J Gordon
- N J Gordon
- Nanex
- Nassim Nicholas Taleb
- Nicholas Metropolis
- Nitish Srivastava
- O Frank
- P Willett
- P Yodzis
- Patrick Alfred Pierce Moran
- R D Leone
- R E Kalman
- R E Kalman
- R H Macarthur
- R J Fitzgerald
- R Karlsson
- R L Popp
- R L Streit
- R P S Mahler
- R P S Mahler
- Richard Bellman
- Robert Axelrod
- Robert Axelrod
- Robert M May
- S Blackman
- S Geman
- S Haykin
- S J Julier
- S J Roberts
- S Jun
- S Kullback
- S L Pimm
- S Mankad
- S Roweis
- Stephen Roberts
- T Fortmann
- Vito Volterra
- W Ng
- W R Gilks
- Walter Pitts
- Warren Mcculloch
- William Ng
- William Ng
- X R Li
- Y Bar-Shalom
- Y Boers
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2017
- Field of study
No full text
