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Babak Mahdavi-Damghani

According to our database1, Babak Mahdavi-Damghani authored at least 2 papers between 2020 and 2023.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

Legend:

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Article 
PhD thesis 
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Links

On csauthors.net:

Bibliography

2023
Guidelines for building a realistic algorithmic trading market simulator for backtesting while incorporating market impact: Agent-Based Strategies in Neural Network Format, Ecosystem Dynamics & Detection.
[BibTeX]
[DOI]
Babak Mahdavi-Damghani
,
Stephen Roberts
Algorithmic Finance, 2023

2020
Portfolio optimization for cointelated pairs: SDEs vs Machine learning.
[BibTeX]
[DOI]
Babak Mahdavi-Damghani
,
Konul Mustafayeva
,
Cristin Buescu
,
Stephen Roberts
Algorithmic Finance, 2020


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