Matthew Dixon

According to our database, Matthew Dixon authored at least 16 papers between 2003 and 2021.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of three.

2021

Information-Corrected Estimation: A Generalization Error Reducing Parameter Estimation Method.

Matthew Dixon, Tyler Ward

Entropy, 2021

MS-nowcasting: Operational Precipitation Nowcasting with Convolutional LSTMs at Microsoft Weather.

Sylwester Klocek, Haiyu Dong, Matthew Dixon, Panashe Kanengoni, Najeeb Kazmi, Pete Luferenko, Zhongjian Lv, Shikhar Sharma, Jonathan A. Weyn, Siqi Xiang

CoRR, 2021

2020

Financial Forecasting With α-RNNs: A Time Series Modeling Approach.

Matthew Dixon, Justin London

Frontiers Appl. Math. Stat., 2020

G-Learner and GIRL: Goal Based Wealth Management with Reinforcement Learning.

Matthew Dixon, Igor Halperin

CoRR, 2020

2018

Sequence classification of the limit order book using recurrent neural networks.

Matthew Dixon

J. Comput. Sci., 2018

2017

Classification-based financial markets prediction using deep neural networks.

Matthew Dixon, Diego Klabjan, Jin Hoon Bang

Algorithmic Finance, 2017

2016

Classiffication-based Financial Markets Prediction using Deep Neural Networks.

Matthew Dixon, Diego Klabjan, Jin Hoon Bang

CoRR, 2016

Workshop on high-performance computational finance.

Matthew Dixon, José E. Moreira, David Daly

Concurr. Comput. Pract. Exp., 2016

A portable, extensible and fast stochastic volatility model calibration using multi and many-core processors.

Matthew Dixon, Jörg Lotze, Mohammad Zubair

Concurr. Comput. Pract. Exp., 2016

2015

Implementing deep neural networks for financial market prediction on the Intel Xeon Phi.

Matthew Dixon, Diego Klabjan, Jin Hoon Bang

Proceedings of the 8th Workshop on High Performance Computational Finance, 2015

2014

A Bayesian approach to ranking private companies based on predictive indicators.

Matthew Dixon, Jike Chong

AI Commun., 2014

Accelerating option risk analytics in <i>R</i> using GPUs.

Matthew Dixon, Sabbir Ahmed Khan, Mohammad Zubair

Proceedings of the 2014 Spring Simulation Multiconference, 2014

A portable and fast stochastic volatility model calibration using multi and many-core processors.

Matthew Dixon, Jörg Lotze, Mohammad Zubair

Proceedings of the 7th Workshop on High Performance Computational Finance, 2014

2013

Calibration of stochastic volatility models on a multi-core CPU cluster.

Matthew Dixon, Mohammad Zubair

Proceedings of WHPCF'13: 6th Workshop on High Performance Computational Finance, 2013

2009

Acceleration of market value-at-risk estimation.

Matthew Dixon, Jike Chong, Kurt Keutzer

Proceedings of the 2nd Workshop on High Performance Computational Finance, 2009

2003

Information Technology Practitioner Skills in Europe: Current Status and Challenges for the Future.

Wolffried Stucky, Matthew Dixon, Peter Bumann, Andreas Oberweis

Proceedings of the Computer Science in Perspective, Essays Dedicated to Thomas Ottmann, 2003