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)

Statistical Inference, Learning and Models in Big Data. - Beate Franke; Jean-François Plante; Ribana Roscher; Annie Lee; Cathal Smyth; Armin Hatefi; Fuqi Chen; Einat Gil; Alexander G. Schwing; Alessandro Selvitella; Michael M. Hoffman; Roger B. Grosse; et al. (CoRR, 2015)

Optimal Client Recommendation for Market Makers in Illiquid Financial Products. - Dieter Hendricks; Stephen J. Roberts (ECML/PKDD (3), 2017)

Using real-time cluster configurations of streaming asynchronous features as online state descriptors in financial markets. - Dieter Hendricks (Pattern Recognit. Lett., 2017)