A reinforcement learning extension to the Almgren-Chriss framework for optimal trade execution. - Dieter Hendricks; Diane Wilcox (CIFEr, 2014)

An unsupervised parallel genetic cluster algorithm for graphics processing units. - Dieter Hendricks; Dariusz Cieslakiewicz; Diane Wilcox; Tim Gebbie (CoRR, 2014)

A Comparison of Generalized Hyperbolic Distribution Models for Equity Returns. - Virginie Konlack Socgnia; Diane Wilcox (J. Appl. Math., 2014)