Sheri Markose

According to our database, Sheri Markose authored at least 4 papers between 2001 and 2023.

Collaborative distances:

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

2023

Correction to: Early warning of systemic risk in global banking: eigen-pair R number for financial contagion and market price-based methods.

Sheri Markose, Simone Giansante, Nicolas A. Eterovic, Mateusz Gatkowski

Ann. Oper. Res., November, 2023

Early warning of systemic risk in global banking: eigen-pair R number for financial contagion and market price-based methods.

Sheri Markose, Simone Giansante, Nicolas A. Eterovic, Mateusz Gatkowski

Ann. Oper. Res., November, 2023

2017

Convolutional neural networks applied to high-frequency market microstructure forecasting.

Jonathan Doering, Michael Fairbank, Sheri Markose

Proceedings of the 2017 9th Computer Science and Electronic Engineering Conference, 2017

2001

Evolutionary arbitrage for FTSE-100 index options and futures.

Sheri Markose, Edward Tsang, Hakan Er, Abdel Salhi

Proceedings of the 2001 Congress on Evolutionary Computation, 2001