Nikan Firoozye : Citation Profile

University College London (UCL)

3

H index

1

i10 index

48

Citations

RESEARCH PRODUCTION:

5

Articles

11

Papers

1

Books

RESEARCH ACTIVITY:

   8 years (2016 - 2024). See details.
   Cites by year: 6
   Journals where Nikan Firoozye has often published
   Relations with other researchers
   Recent citing documents: 19.    Total self citations: 7 (12.73 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfi363
   Updated: 2025-12-27    RAS profile: 2024-12-08    
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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)

Ledoit, Olivier (5)

Elliott, Graham (5)

Huck, Nicolas (4)

Sermpinis, Georgios (4)

Yakovenko, Victor (3)

Lunde, Asger (3)

Mueller, Philippe (3)

Hansen, Peter (3)

Nason, James (3)

Bollerslev, Tim (3)

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.org11

Recent works citing Nikan Firoozye (2025 and 2024)

YearTitle of citing document
2024Generative Adversarial Networks Applied to Synthetic Financial Scenarios Generation. (2024). Morizet, Nicolas ; Rizzato, Matteo ; Wallart, Julien ; Geissler, Christophe. In: Papers. RePEc:arx:papers:2209.03935.

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2025Evaluation 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

2024Universal randomised signatures for generative time series modelling. (2024). Walter, Niklas ; Gonon, Lukas ; Biagini, Francesca. In: Papers. RePEc:arx:papers:2406.10214.

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2025Alleviating Non-identifiability: a High-fidelity Calibration Objective for Financial Market Simulation with Multivariate Time Series Data. (2025). Yang, Peng ; Ren, Junji ; Wang, Chenkai. In: Papers. RePEc:arx:papers:2407.16566.

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2025Generative model for financial time series trained with MMD using a signature kernel. (2024). Sester, Julian ; Lu, Chung I. In: Papers. RePEc:arx:papers:2407.19848.

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2024Transfer learning for financial data predictions: a systematic review. (2024). Lanzetta, V. In: Papers. RePEc:arx:papers:2409.17183.

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2024Can GANs Learn the Stylized Facts of Financial Time Series?. (2024). Lee, Yongjae ; Kwon, Sohyeon. In: Papers. RePEc:arx:papers:2410.09850.

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2024MarketGPT: Developing a Pre-trained transformer (GPT) for Modeling Financial Time Series. (2024). Varner, Jeffrey D ; Wheeler, Aaron. In: Papers. RePEc:arx:papers:2411.16585.

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2025Synthetic Data for Portfolios: A Throw of the Dice Will Never Abolish Chance. (2025). Lehalle, Charles-Albert ; Cetingoz, Adil Rengim. In: Papers. RePEc:arx:papers:2501.03993.

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2025Decision-informed Neural Networks with Large Language Model Integration for Portfolio Optimization. (2025). Lee, Yongjae ; Zohren, Stefan ; Kong, Yaxuan ; Hwang, Yoontae. In: Papers. RePEc:arx:papers:2502.00828.

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2025TRADES: Generating Realistic Market Simulations with Diffusion Models. (2025). Velardi, Paola ; Prenkaj, Bardh ; Berti, Leonardo. In: Papers. RePEc:arx:papers:2502.07071.

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2025Modeling metaorder impact with a Non-Markovian Zero Intelligence model. (2025). Ravagnani, Adele ; Lillo, Fabrizio. In: Papers. RePEc:arx:papers:2503.05254.

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2025An Impulse Control Approach to Market Making in a Hawkes LOB Market. (2025). Jain, Konark ; Firoozye, Nick ; Treleaven, Philip ; Kochems, Jonathan. In: Papers. RePEc:arx:papers:2510.26438.

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2025When AI Trading Agents Compete: Adverse Selection of Meta-Orders by Reinforcement Learning-Based Market Making. (2025). Jafree, Ali Raza ; Firoozye, Nick ; Jain, Konark. In: Papers. RePEc:arx:papers:2510.27334.

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2025Basis Immunity: Isotropy as a Regularizer for Uncertainty. (2025). Segonne, Florent. In: Papers. RePEc:arx:papers:2511.13334.

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2025HLOB–Information persistence and structure in limit order books. (2025). Aste, Tomaso ; Bartolucci, Silvia ; Briola, Antonio. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:126623.

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2025Modeling Asset Price Process: An Approach for Imaging Price Chart with Generative Diffusion Models. (2025). Park, Jinseong ; Ko, Hyungjin ; Lee, Jaewook. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:1:d:10.1007_s10614-024-10668-4.

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2025Tracking-Based Green Portfolio Optimization: Bridging Sustainability and Market Performance. (2025). Corazza, Marco ; Barro, Diana ; Filograsso, Gianni. In: Working Papers. RePEc:ven:wpaper:2025:21.

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2025Forecasting Digital Asset Return: An Application of Machine Learning Model. (2025). Senyo, P K ; Lodh, Suman ; Pallotta, Alberto ; Ciciretti, Vito ; Nandy, Monomita. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:3:p:3169-3186.

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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]		paper29
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: 29		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.
[Full Text][Citation analysis]		paper0
2020QuantNet: Transferring Learning Across Systematic Trading Strategies In: Papers.
[Full Text][Citation analysis]		paper3
2022Online Learning with Radial Basis Function Networks In: Papers.
[Full Text][Citation analysis]		paper0
2022Reinforcement Learning for Systematic FX Trading In: Papers.
[Full Text][Citation analysis]		paper1
2022The Recurrent Reinforcement Learning Crypto Agent In: Papers.
[Full Text][Citation analysis]		paper2
2023Canonical Portfolios: Optimal Asset and Signal Combination In: Papers.
[Full Text][Citation analysis]		paper2
2023Canonical portfolios: Optimal asset and signal combination.(2023) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2024Limit Order Book Dynamics and Order Size Modelling Using Compound Hawkes Process In: Papers.
[Full Text][Citation analysis]		paper3
2024Limit Order Book dynamics and order size modelling using Compound Hawkes Process.(2024) In: Finance Research Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2024Limit Order Book Simulations: A Review In: Papers.
[Full Text][Citation analysis]		paper6
2016Managing Uncertainty, Mitigating Risk In: Palgrave Macmillan Books.
[Citation analysis]		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

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team