Nick Firoozye

According to our database, Nick Firoozye authored at least 12 papers between 2018 and 2023.

Collaborative distances:

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

2023

Limit Order Book Dynamics and Order Size Modelling Using Compound Hawkes Process.

Konark Jain, Nick Firoozye, Jonathan Kochems, Philip C. Treleaven

CoRR, 2023

2022

Sequential Asset Ranking within Nonstationary Time Series.

Gabriel Borrageiro, Nick Firoozye, Paolo Barucca

CoRR, 2022

The Recurrent Reinforcement Learning Crypto Agent.

Gabriel Borrageiro, Nick Firoozye, Paolo Barucca

IEEE Access, 2022

Reinforcement Learning for Systematic FX Trading.

Gabriel Borrageiro, Nick Firoozye, Paolo Barucca

IEEE Access, 2022

Sequential asset ranking in nonstationary time series.

Gabriel Francisco Borrageiro, Nick Firoozye, Paolo Barucca

Proceedings of the 3rd ACM International Conference on AI in Finance, 2022

2021

Online Learning with Radial Basis Function Networks.

Gabriel Borrageiro, Nick Firoozye, Paolo Barucca

CoRR, 2021

2020

QuantNet: Transferring Learning Across Systematic Trading Strategies.

Adriano S. Koshiyama, Sebastian Flennerhag, Stefano B. Blumberg, Nick Firoozye, Philip C. Treleaven

CoRR, 2020

Algorithms in future capital markets: a survey on AI, ML and associated algorithms in capital markets.

Adriano S. Koshiyama, Nick Firoozye, Philip C. Treleaven

Proceedings of the ICAIF '20: The First ACM International Conference on AI in Finance, 2020

2019

A derivatives trading recommendation system: The mid-curve calendar spread case.

Adriano S. Koshiyama, Nick Firoozye, Philip C. Treleaven

Intell. Syst. Account. Finance Manag., 2019

Generative Adversarial Networks for Financial Trading Strategies Fine-Tuning and Combination.

Adriano S. Koshiyama, Nick Firoozye, Philip C. Treleaven

CoRR, 2019

2018

A Machine Learning-based Recommendation System for Swaptions Strategies.

Adriano Soares Koshiyama, Nick Firoozye, Philip C. Treleaven

CoRR, 2018

Mid-Curve Recommendation System: a Stacking Approach Through Neural Networks.

Adriano S. Koshiyama, Nick Firoozye, Philip C. Treleaven

Proceedings of the 2018 International Joint Conference on Neural Networks, 2018