Matthew F. Dixon

Publication Activity (10 Years)

Years Active: 2003-2022
Publications (10 Years): 6

Top Topics

Long Short Term Memory

Recurrent Neural Networks

Cascade Correlation

Nonlinear Dynamic Systems

Top Venues

SIAM J. Financial Math.

Publications

Matthew F. Dixon
Industrial Forecasting with Exponentially Smoothed Recurrent Neural Networks. Technometrics 64 (1) (2022)
Matthew F. Dixon, Nicholas G. Polson, Kemen Goicoechea
Deep Partial Least Squares for Empirical Asset Pricing. CoRR (2022)
Marc Chataigner, Areski Cousin, Stéphane Crépey, Matthew F. Dixon, Djibril Gueye
Short Communication: Beyond Surrogate Modeling: Learning the Local Volatility via Shape Constraints. SIAM J. Financial Math. 12 (3) (2021)
Matthew F. Dixon, Nick Polson
Short Communication: Deep Fundamental Factor Models. SIAM J. Financial Math. 11 (3) (2020)
Matthew F. Dixon
Industrial Forecasting with Exponentially Smoothed Recurrent Neural Networks. CoRR (2020)
Matthew F. Dixon, Nicholas G. Polson
Deep Fundamental Factor Models. CoRR (2019)
Matthew F. Dixon, Jike Chong, Kurt Keutzer
Accelerating Value-at-Risk estimation on highly parallel architectures. Concurr. Comput. Pract. Exp. 24 (8) (2012)
Matthew F. Dixon
A Runtime Adaptive Load Balancing Algorithm for Particle Simulations. PARA (2004)
Matthew F. Dixon, Chih Jeng Kenneth Tan
Using Distributed Computers to Deterministically Approximate Higher Dimensional Convection Diffusion Equations. J. Supercomput. 28 (2) (2004)
Chih Jeng Kenneth Tan, David Hagan, Matthew F. Dixon
A Performance Comparison of Matrix Solvers on Compaq Alpha, Intel Itanium, and Intel Itanium II Processors. ICCSA (1) (2003)
Matthew F. Dixon, Chih Jeng Kenneth Tan
Distributed Solution of High-Order Compact Difference Schemes for Multidimensional Convection-Diffusion Equations. ICCSA (3) (2003)