Citation profile for Nikan Firoozye

Nikan Firoozye : Citation Profile

University College London (UCL)

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Citations

RESEARCH PRODUCTION:

Articles

Papers

Books

RESEARCH ACTIVITY:

   7 years (2016 - 2023). See details.
   Cites by year: 4
   Journals where Nikan Firoozye has often published
   Relations with other researchers
   Recent citing documents: 12.    Total self citations: 6 (15.79 %)

MORE DETAILS IN:

EconPapers

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfi363
   Updated: 2024-11-08    RAS profile: 2023-09-21
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Nikan Firoozye.

Is cited by:

Boudt, Kris (1)

Wellman, Michael (1)

Snow, Derek (1)

Roncalli, Thierry (1)

Cites to:

Wolf, Michael (13)

Ledoit, Olivier (5)

Hansen, Peter (3)

Nason, James (3)

Lunde, Asger (3)

Elliott, Graham (3)

Timmermann, Allan (2)

Huck, Nicolas (2)

Grossman, Sanford (2)

merton, robert (2)

Campbell, John (2)

Main data

Where Nikan Firoozye has published?

Journals with more than one article published	# docs
Quantitative Finance	2

Working Papers Series with more than one paper published	# docs
Papers / arXiv.org	9

Recent works citing Nikan Firoozye (2024 and 2023)

Year	Title of citing document
2024	Generative Adversarial Networks Applied to Synthetic Financial Scenarios Generation. (2022). Wallart, Julien ; Rizzato, Matteo ; Morizet, Nicolas ; Geissler, Christophe. In: Papers. RePEc:arx:papers:2209.03935. Full description at Econpapers \|\| Download paper
2023	Evaluation of Deep Reinforcement Learning Algorithms for Portfolio Optimisation. (2023). Lu, Chung I. In: Papers. RePEc:arx:papers:2307.07694. Full description at Econpapers \|\| Download paper
2023	Anomaly Detection in Global Financial Markets with Graph Neural Networks and Nonextensive Entropy. (2023). da Costa, Kleyton. In: Papers. RePEc:arx:papers:2308.02914. Full description at Econpapers \|\| Download paper
2023	ATMS: Algorithmic Trading-Guided Market Simulation. (2023). Balch, Tucker ; Vyetrenko, Svitlana ; Coletta, Andrea ; Wei, Song. In: Papers. RePEc:arx:papers:2309.01784. Full description at Econpapers \|\| Download paper
2023	Generating drawdown-realistic financial price paths using path signatures. (2023). Wyns, Maarten ; Boudt, Kris ; Lemahieu, Emiel. In: Papers. RePEc:arx:papers:2309.04507. Full description at Econpapers \|\| Download paper
2023	Improved Data Generation for Enhanced Asset Allocation: A Synthetic Dataset Approach for the Fixed Income Universe. (2023). Weyde, Tillman ; Kubiak, Szymon ; Gopal, Ram ; Philps, Dan ; Galkin, Oleksandr. In: Papers. RePEc:arx:papers:2311.16004. Full description at Econpapers \|\| Download paper

Works by Nikan Firoozye:

Year	Title	Type	Cited
2018	A Machine Learning-based Recommendation System for Swaptions Strategies In: Papers. [Full Text][Citation analysis]	paper	0
2019	Generative Adversarial Networks for Financial Trading Strategies Fine-Tuning and Combination In: Papers. [Full Text][Citation analysis]	paper	25
2021	Generative adversarial networks for financial trading strategies fine-tuning and combination.(2021) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25	article
2019	Avoiding Backtesting Overfitting by Covariance-Penalties: an empirical investigation of the ordinary and total least squares cases In: Papers. [Full Text][Citation analysis]	paper	1
2019	Optimal Dynamic Strategies on Gaussian Returns In: Papers. [Full Text][Citation analysis]	paper	0
2020	QuantNet: Transferring Learning Across Systematic Trading Strategies In: Papers. [Full Text][Citation analysis]	paper	3
2022	Online Learning with Radial Basis Function Networks In: Papers. [Full Text][Citation analysis]	paper	0
2022	Reinforcement Learning for Systematic FX Trading In: Papers. [Full Text][Citation analysis]	paper	1
2022	The Recurrent Reinforcement Learning Crypto Agent In: Papers. [Full Text][Citation analysis]	paper	1
2023	Canonical Portfolios: Optimal Asset and Signal Combination In: Papers. [Full Text][Citation analysis]	paper	0
2023	Canonical portfolios: Optimal asset and signal combination.(2023) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0	article
2016	Managing Uncertainty, Mitigating Risk In: Palgrave Macmillan Books. [Citation analysis]	book	0
2022	QuantNet: transferring learning across trading strategies In: Quantitative Finance. [Full Text][Citation analysis]	article	1