David P. Newton

Publication Activity (10 Years)

Years Active: 2010-2021
Publications (10 Years): 2

Top Topics

Weakly Supervised

Gaussian Mixture

Cross Validated

Probability Density

Top Venues

Publications

Hui Tian, Andrew Yim, David P. Newton
Tail-Heaviness, Asymmetry, and Profitability Forecasting by Quantile Regression. Manag. Sci. 67 (8) (2021)
Haozhe Su, Michael V. Tretyakov, David P. Newton
Option Valuation through Deep Learning of Transition Probability Density. CoRR (2021)
Paul V. Johnson, Nicholas J. Sharp, Peter W. Duck, David P. Newton
A Bridge between American and European Options: The "Ameripean" Delayed-Exercise Model. SIAM J. Financial Math. 2 (1) (2011)
Kristoffer J. Glover, Peter W. Duck, David P. Newton
On Nonlinear Models of Markets with Finite Liquidity: Some Cautionary Notes. SIAM J. Appl. Math. 70 (8) (2010)