Paul Bilokon

1. C++ Design Patterns for Low-latency Applications Including High-frequency Trading
   2023/09/08 by Paul Bilokon, Burak Gunduz, Bilokon, Paul +1 · 5 voices
   Computer Science · Economics, Econometrics and Finance · #Advanced Data Storage Technologies #Cloud Computing and Resource Management #Parallel Computing and Optimization Techniques #cs.PF #q-fin.TR
2. Transformers versus LSTMs for electronic trading
   2023/09/20 by Paul Bilokon, Yitao Qiu, Bilokon, Paul +1 · 2 citations
   Computer Science · Decision Sciences · #Data Stream Mining Techniques #Econometrics (econ.EM) #FOS: Computer and information sciences #FOS: Economics and business #Machine Learning (cs.LG) #Neural Networks and Applications #Statistical Finance (q-fin.ST) #Stock Market Forecasting Methods #Trading and Market Microstructure (q-fin.TR)
3. Quasi-Monte Carlo methods for calculating derivatives sensitivities on the GPU
   2022/09/22 by Paul Bilokon, Bilokon, Paul, Sergei Kucherenko +3 · 1 citation
   Economics, Econometrics and Finance · Mathematics · #Computational Finance (q-fin.CP) #FOS: Economics and business #Mathematical Approximation and Integration #Monetary Policy and Economic Impact #Stochastic processes and financial applications
4. Implementing portfolio risk management and hedging in practice
   2023/09/27 by Paul Bilokon, Bilokon, Paul Alexander · 1 citation
   Decision Sciences · Economics, Econometrics and Finance · #Computational Finance (q-fin.CP) #Economic theories and models #FOS: Economics and business #Portfolio Management (q-fin.PM) #Risk Management (q-fin.RM) #Risk and Portfolio Optimization #Stochastic processes and financial applications #Trading and Market Microstructure (q-fin.TR)
5. Combining Deep Learning on Order Books with Reinforcement Learning for Profitable Trading
   2023/10/24 by Koti S. Jaddu, Paul Bilokon, Jaddu, Koti S. +1 · 1 citation
   Decision Sciences · Economics, Econometrics and Finance · #Artificial Intelligence (cs.AI) #Computational Finance (q-fin.CP) #FOS: Computer and information sciences #FOS: Economics and business #Financial Markets and Investment Strategies #Machine Learning (cs.LG) #Market Dynamics and Volatility #Portfolio Management (q-fin.PM) #Stock Market Forecasting Methods #Trading and Market Microstructure (q-fin.TR)
6. A compendium of data sources for data science, machine learning, and artificial intelligence
   2023/09/10 by Paul Bilokon, Oleksandr Bilokon, Bilokon, Paul +3 · 1 voice
   Biochemistry, Genetics and Molecular Biology · Computer Science · Decision Sciences · Economics, Econometrics and Finance · #Artificial Intelligence (cs.AI) #Big Data Technologies and Applications #Computational Finance (q-fin.CP) #Data Quality and Management #Databases (cs.DB) #FOS: Biological sciences #FOS: Computer and information sciences #FOS: Economics and business #Machine Learning (cs.LG) #Quantitative Methods (q-bio.QM) #cs.AI #cs.DB #cs.LG #q-bio.QM #q-fin.CP