Diane Wilcox

Publication Activity (10 Years)

Years Active: 2014-2014
Publications (10 Years): 0

Top Topics

Statistical Models

Parallel Implementation

Optimal Solution

Graphics Processing Units

Top Venues

Publications

Dieter Hendricks, Diane Wilcox
A reinforcement learning extension to the Almgren-Chriss framework for optimal trade execution. CIFEr (2014)
Dieter Hendricks, Dariusz Cieslakiewicz, Diane Wilcox, Tim Gebbie
An unsupervised parallel genetic cluster algorithm for graphics processing units. CoRR (2014)
Virginie Konlack Socgnia, Diane Wilcox
A Comparison of Generalized Hyperbolic Distribution Models for Equity Returns. J. Appl. Math. 2014 (2014)