Nikan Firoozye : Citation Profile


Are you Nikan Firoozye?

University College London (UCL)

2

H index

0

i10 index

9

Citations

RESEARCH PRODUCTION:

2

Articles

7

Papers

1

Books

RESEARCH ACTIVITY:

   5 years (2016 - 2021). See details.
   Cites by year: 1
   Journals where Nikan Firoozye has often published
   Relations with other researchers
   Recent citing documents: 7.    Total self citations: 3 (25 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfi363
   Updated: 2022-05-21    RAS profile: 2021-11-15    
   Missing citations? Add them    Incorrect content? Let us know

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:

Cites to:

Wolf, Michael (11)

von Mettenheim, Hans-Jörg (4)

Elliott, Graham (4)

Huck, Nicolas (4)

Sermpinis, Georgios (4)

White, Halbert (3)

Bollerslev, Tim (3)

Mignon, Valérie (2)

Ledoit, Olivier (2)

Nakajima, Jouchi (2)

Eling, Martin (2)

Main data


Where Nikan Firoozye has published?


Working Papers Series with more than one paper published# docs
Papers / arXiv.org7

Recent works citing Nikan Firoozye (2021 and 2020)


YearTitle of citing document
2020An overall view of key problems in algorithmic trading and recent progress. (2020). Karpe, Michael. In: Papers. RePEc:arx:papers:2006.05515.

Full description at Econpapers || Download paper

2020A Data-driven Market Simulator for Small Data Environments. (2020). Horvath, Blanka ; Buhler, Hans ; Wood, Ben ; Arribas, Imanol Perez ; Lyons, Terry. In: Papers. RePEc:arx:papers:2006.14498.

Full description at Econpapers || Download paper

2020Augmenting transferred representations for stock classification. (2020). Dawson, Paul A ; Fons, Elizabeth ; Iosifidis, Alexandros ; Keane, John ; Zeng, Xiao-Jun. In: Papers. RePEc:arx:papers:2011.04545.

Full description at Econpapers || Download paper

2021Confronting Machine Learning With Financial Research. (2021). Kim, Jack ; el Harzli, Ouns ; Lommers, Kristof. In: Papers. RePEc:arx:papers:2103.00366.

Full description at Econpapers || Download paper

2021A Quantum Generative Adversarial Network for distributions. (2021). Kondratyev, Alexei ; Jacquier, Antoine ; Assouel, Amine. In: Papers. RePEc:arx:papers:2110.02742.

Full description at Econpapers || Download paper

2022Estimating risks of option books using neural-SDE market models. (2022). Cohen, Samuel N ; Wang, Sheng ; Reisinger, Christoph. In: Papers. RePEc:arx:papers:2202.07148.

Full description at Econpapers || Download paper

2022Canonical Portfolios: Optimal Asset and Signal Combination. (2022). Tan, Vincent ; Zohren, Stefan ; Firoozye, Nick. In: Papers. RePEc:arx:papers:2202.10817.

Full description at Econpapers || Download paper

Works by Nikan Firoozye:


YearTitleTypeCited
2018A Machine Learning-based Recommendation System for Swaptions Strategies In: Papers.
[Full Text][Citation analysis]
paper0
2019Generative Adversarial Networks for Financial Trading Strategies Fine-Tuning and Combination In: Papers.
[Full Text][Citation analysis]
paper5
2021Generative adversarial networks for financial trading strategies fine-tuning and combination.(2021) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
article
2019Avoiding Backtesting Overfitting by Covariance-Penalties: an empirical investigation of the ordinary and total least squares cases In: Papers.
[Full Text][Citation analysis]
paper2
2019Optimal Dynamic Strategies on Gaussian Returns In: Papers.
[Full Text][Citation analysis]
paper0
2020QuantNet: Transferring Learning Across Systematic Trading Strategies In: Papers.
[Full Text][Citation analysis]
paper2
2021Online Learning with Radial Basis Function Networks In: Papers.
[Full Text][Citation analysis]
paper0
2021Reinforcement Learning for Systematic FX Trading In: Papers.
[Full Text][Citation analysis]
paper0
2016Managing Uncertainty, Mitigating Risk In: Palgrave Macmillan Books.
[Citation analysis]
book0
2019A derivatives trading recommendation system: The mid?curve calendar spread case In: Intelligent Systems in Accounting, Finance and Management.
[Full Text][Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 30 2022. Contact: CitEc Team