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: 2024-12-03    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:

Snow, Derek (1)

Roncalli, Thierry (1)

Boudt, Kris (1)

Wellman, Michael (1)

Cites to:

Wolf, Michael (13)

Ledoit, Olivier (5)

Lunde, Asger (3)

Nason, James (3)

Hansen, Peter (3)

Elliott, Graham (3)

Eling, Martin (2)

Huck, Nicolas (2)

Timmermann, Allan (2)

Santa-Clara, Pedro (2)

merton, robert (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