Tim Gebbie

Publication Activity (10 Years)

Years Active: 2014-2023
Publications (10 Years): 12

Top Topics

Fast Fourier Transform

Graphics Processing Units

Temporal Patterns

Mass Spectrometry

Top Venues

Publications

Matthew Dicks, Andrew Paskaramoorthy, Tim Gebbie
Many learning agents interacting with an agent-based market model. CoRR (2023)
Avish Buramdoyal, Tim Gebbie
Variations on the Reinforcement Learning performance of Blackjack. CoRR (2023)
Derick Diana, Tim Gebbie
Anomalous diffusion and price impact in the fluid-limit of an order book. CoRR (2023)
Andrew Paskaramoorthy, Terence L. van Zyl, Tim Gebbie
An Empirical Comparison of Cross-Validation Procedures for Portfolio Selection. CIFEr (2022)
Matthew Dicks, Tim Gebbie
A simple learning agent interacting with an agent-based market model. CoRR (2022)
Ivan Jericevich, Dharmesh Sing, Tim Gebbie
CoinTossX: An open-source low-latency high-throughput matching engine. SoftwareX 19 (2022)
Andrew Paskaramoorthy, Tim Gebbie, Terence L. van Zyl
The efficient frontiers of mean-variance portfolio rules under distribution misspecification. FUSION (2021)
Ivan Jericevich, Patrick Chang, Tim Gebbie
Simulation and estimation of an agent-based market-model with a matching engine. CoRR (2021)
Ivan Jericevich, Dharmesh Sing, Tim Gebbie
CoinTossX: An open-source low-latency high-throughput matching engine. CoRR (2021)
Patrick Chang, Etienne Pienaar, Tim Gebbie
Malliavin-Mancino Estimators Implemented with Nonuniform Fast Fourier Transforms. SIAM J. Sci. Comput. 42 (6) (2020)
Joel da Costa, Tim Gebbie
Learning low-frequency temporal patterns for quantitative trading. CoRR (2020)
Joel da Costa, Tim Gebbie
Learning low-frequency temporal patterns for quantitative trading. SSCI (2020)
Dieter Hendricks, Dariusz Cieslakiewicz, Diane Wilcox, Tim Gebbie
An unsupervised parallel genetic cluster algorithm for graphics processing units. CoRR (2014)