Nikan Firoozye : Citation Profile


Are you Nikan Firoozye?

University College London (UCL)

2

H index

1

i10 index

27

Citations

RESEARCH PRODUCTION:

4

Articles

9

Papers

1

Books

RESEARCH ACTIVITY:

   7 years (2016 - 2023). See details.
   Cites by year: 3
   Journals where Nikan Firoozye has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 6 (18.18 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfi363
   Updated: 2024-01-16    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:

Wellman, Michael (1)

Roncalli, Thierry (1)

Snow, Derek (1)

Boudt, Kris (1)

Cites to:

Wolf, Michael (13)

Elliott, Graham (5)

Ledoit, Olivier (5)

Huck, Nicolas (4)

Sermpinis, Georgios (4)

Lunde, Asger (3)

Bollerslev, Tim (3)

Hansen, Peter (3)

Nason, James (3)

Santa-Clara, Pedro (2)

Mignon, Valérie (2)

Main data


Where Nikan Firoozye has published?


Journals with more than one article published# docs
Quantitative Finance2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org9

Recent works citing Nikan Firoozye (2024 and 2023)


YearTitle of citing document
2023Evaluation 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

2023Anomaly 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

2023ATMS: 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

2023Generating 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

2023Improved 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:


YearTitleTypeCited
2018A Machine Learning-based Recommendation System for Swaptions Strategies In: Papers.
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paper0
2019Generative Adversarial Networks for Financial Trading Strategies Fine-Tuning and Combination In: Papers.
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paper22
2021Generative 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: 22
article
2019Avoiding Backtesting Overfitting by Covariance-Penalties: an empirical investigation of the ordinary and total least squares cases In: Papers.
[Full Text][Citation analysis]
paper1
2019Optimal Dynamic Strategies on Gaussian Returns In: Papers.
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paper0
2020QuantNet: Transferring Learning Across Systematic Trading Strategies In: Papers.
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paper3
2022Online Learning with Radial Basis Function Networks In: Papers.
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paper0
2022Reinforcement Learning for Systematic FX Trading In: Papers.
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paper0
2022The Recurrent Reinforcement Learning Crypto Agent In: Papers.
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paper0
2023Canonical Portfolios: Optimal Asset and Signal Combination In: Papers.
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paper0
2023Canonical 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
2016Managing Uncertainty, Mitigating Risk In: Palgrave Macmillan Books.
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book0
2022QuantNet: transferring learning across trading strategies In: Quantitative Finance.
[Full Text][Citation analysis]
article1
2019A derivatives trading recommendation system: The mid?curve calendar spread case In: Intelligent Systems in Accounting, Finance and Management.
[Full Text][Citation analysis]
article0

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