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Matthew Dixon
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2020 – today
- 2021
- [j7]Matthew Dixon, Tyler Ward:
Information-Corrected Estimation: A Generalization Error Reducing Parameter Estimation Method. Entropy 23(11): 1419 (2021) - [i3]Sylwester Klocek, Haiyu Dong, Matthew Dixon, Panashe Kanengoni, Najeeb Kazmi, Pete Luferenko, Zhongjian Lv, Shikhar Sharma, Jonathan A. Weyn, Siqi Xiang:
MS-nowcasting: Operational Precipitation Nowcasting with Convolutional LSTMs at Microsoft Weather. CoRR abs/2111.09954 (2021) - 2020
- [j6]Matthew Dixon, Justin London:
Financial Forecasting With α-RNNs: A Time Series Modeling Approach. Frontiers Appl. Math. Stat. 6: 551138 (2020) - [i2]Matthew Dixon, Igor Halperin:
G-Learner and GIRL: Goal Based Wealth Management with Reinforcement Learning. CoRR abs/2002.10990 (2020)
2010 – 2019
- 2018
- [j5]Matthew Dixon:
Sequence classification of the limit order book using recurrent neural networks. J. Comput. Sci. 24: 277-286 (2018) - 2017
- [j4]Matthew Dixon, Diego Klabjan, Jin Hoon Bang:
Classification-based financial markets prediction using deep neural networks. Algorithmic Finance 6(3-4): 67-77 (2017) - 2016
- [j3]Matthew Dixon, José E. Moreira, David Daly:
Workshop on high-performance computational finance. Concurr. Comput. Pract. Exp. 28(3): 834-835 (2016) - [j2]Matthew Dixon, Jörg Lotze, Mohammad Zubair:
A portable, extensible and fast stochastic volatility model calibration using multi and many-core processors. Concurr. Comput. Pract. Exp. 28(3): 866-877 (2016) - [i1]Matthew Dixon, Diego Klabjan, Jin Hoon Bang:
Classiffication-based Financial Markets Prediction using Deep Neural Networks. CoRR abs/1603.08604 (2016) - 2015
- [c6]Matthew Dixon, Diego Klabjan, Jin Hoon Bang:
Implementing deep neural networks for financial market prediction on the Intel Xeon Phi. WHPCF@SC 2015: 6:1-6:6 - 2014
- [j1]Matthew Dixon, Jike Chong:
A Bayesian approach to ranking private companies based on predictive indicators. AI Commun. 27(2): 173-188 (2014) - [c5]Matthew Dixon, Jörg Lotze, Mohammad Zubair:
A portable and fast stochastic volatility model calibration using multi and many-core processors. WHPCF@SC 2014: 23-28 - [c4]Matthew Dixon, Sabbir Ahmed Khan, Mohammad Zubair:
Accelerating option risk analytics in R using GPUs. SpringSim (HPS) 2014: 24 - [e2]David Daly, Matthew Dixon, José E. Moreira:
Proceedings of the 7th Workshop on High Performance Computational Finance, WHPCF '14, New Orleans, Louisiana, USA, November 16-21, 2014. IEEE 2014, ISBN 978-1-4799-7027-8 [contents] - 2013
- [c3]Matthew Dixon, Mohammad Zubair:
Calibration of stochastic volatility models on a multi-core CPU cluster. WHPCF@SC 2013: 6:1-6:7 - 2011
- [e1]Mikhail Smelyanskiy, Matthew Dixon, David Daly, Maria Eleftheriou, José E. Moreira, Kyung Dong Ryu:
WHPCF'11, Proceedings of the Fourth Workshop on High Performance Computational Finance, co-located with SC11, Seattle, WA, USA, November 13, 2011. ACM 2011, ISBN 978-1-4503-1108-3 [contents]
2000 – 2009
- 2009
- [c2]Matthew Dixon, Jike Chong, Kurt Keutzer:
Acceleration of market value-at-risk estimation. SC-WHPCF 2009 - 2003
- [c1]Wolffried Stucky, Matthew Dixon, Peter Bumann, Andreas Oberweis:
Information Technology Practitioner Skills in Europe: Current Status and Challenges for the Future. Computer Science in Perspective 2003: 304-317
Coauthor Index
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