Firoozye, Nick
- Generative Adversarial Networks for Financial Trading Strategies Fine-Tuning and Combination
2019/01/07 by Koshiyama, Adriano, Firoozye, Nick, Treleaven, Philip · 1 citation
#FOS: Computer and information sciences #FOS: Economics and business #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Portfolio Management (q-fin.PM)
- Limit Order Book Simulations: A Review
2024/02/27 by K. C. Jain, Jain, Konark, Nick Firoozye +5 · 3 citations
Decision Sciences · Economics, Econometrics and Finance · #Auction Theory and Applications #Computational Finance (q-fin.CP) #FOS: Economics and business #Financial Markets and Investment Strategies #Stock Market Forecasting Methods #Trading and Market Microstructure (q-fin.TR)
- An Impulse Control Approach to Market Making in a Hawkes LOB Market
2025/10/30 by Jain, Konark, Firoozye, Nick, Kochems, Jonathan +1 · 2 citations
#Computational Finance (q-fin.CP) #FOS: Economics and business #Trading and Market Microstructure (q-fin.TR)