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

Learning low-frequency temporal patterns for quantitative trading. - Joel da Costa; Tim Gebbie (SSCI, 2020)

Malliavin-Mancino Estimators Implemented with Nonuniform Fast Fourier Transforms. - Patrick Chang; Etienne Pienaar; Tim Gebbie (SIAM J. Sci. Comput., 2020)

The efficient frontiers of mean-variance portfolio rules under distribution misspecification. - Andrew Paskaramoorthy; Tim Gebbie; Terence L. van Zyl (FUSION, 2021)

Simulation and estimation of an agent-based market-model with a matching engine. - Ivan Jericevich; Patrick Chang; Tim Gebbie (CoRR, 2021)

An Empirical Comparison of Cross-Validation Procedures for Portfolio Selection. - Andrew Paskaramoorthy; Terence L. van Zyl; Tim Gebbie (CIFEr, 2022)

A simple learning agent interacting with an agent-based market model. - Matthew Dicks; Tim Gebbie (CoRR, 2022)

CoinTossX: An open-source low-latency high-throughput matching engine. - Ivan Jericevich; Dharmesh Sing; Tim Gebbie (SoftwareX, 2022)

Many learning agents interacting with an agent-based market model. - Matthew Dicks; Andrew Paskaramoorthy; Tim Gebbie (CoRR, 2023)

Variations on the Reinforcement Learning performance of Blackjack. - Avish Buramdoyal; Tim Gebbie (CoRR, 2023)

Anomalous diffusion and price impact in the fluid-limit of an order book. - Derick Diana; Tim Gebbie (CoRR, 2023)

Representation Learning for Regime detection in Block Hierarchical Financial Markets. - Alexa Orton; Tim Gebbie (CoRR, 2024)

Non-uniformly sampled simulated price impact of an order-book. - Derick Diana; Tim Gebbie (J. Comput. Appl. Math., 2025)