Diane Wilcox

According to our database, Diane Wilcox authored at least 3 papers in 2014.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2014

A Comparison of Generalized Hyperbolic Distribution Models for Equity Returns.

Virginie Konlack Socgnia, Diane Wilcox

J. Appl. Math., 2014

An unsupervised parallel genetic cluster algorithm for graphics processing units.

Dieter Hendricks, Dariusz Cieslakiewicz, Diane Wilcox, Tim Gebbie

CoRR, 2014

A reinforcement learning extension to the Almgren-Chriss framework for optimal trade execution.

Dieter Hendricks, Diane Wilcox

Proceedings of the IEEE Conference on Computational Intelligence for Financial Engineering & Economics, 2014