Search Results for author: Dieter Hendricks

Found 5 papers, 0 papers with code

Inferring agent objectives at different scales of a complex adaptive system

no code implementations4 Dec 2017 Dieter Hendricks, Adam Cobb, Richard Everett, Jonathan Downing, Stephen J. Roberts

It has been suggested that multiple agent classes operate in this system, with a non-trivial hierarchy of top-down and bottom-up causation classes with different effective models governing each level.

Optimal client recommendation for market makers in illiquid financial products

no code implementations27 Apr 2017 Dieter Hendricks, Stephen J. Roberts

The process of liquidity provision in financial markets can result in prolonged exposure to illiquid instruments for market makers.

Using real-time cluster configurations of streaming asynchronous features as online state descriptors in financial markets

no code implementations22 Mar 2016 Dieter Hendricks

We present a scheme for online, unsupervised state discovery and detection from streaming, multi-featured, asynchronous data in high-frequency financial markets.

Statistical Inference, Learning and Models in Big Data

no code implementations9 Sep 2015 Beate Franke, Jean-François Plante, Ribana Roscher, Annie Lee, Cathal Smyth, Armin Hatefi, Fuqi Chen, Einat Gil, Alexander Schwing, Alessandro Selvitella, Michael M. Hoffman, Roger Grosse, Dieter Hendricks, Nancy Reid

The need for new methods to deal with big data is a common theme in most scientific fields, although its definition tends to vary with the context.

High-speed detection of emergent market clustering via an unsupervised parallel genetic algorithm

no code implementations17 Mar 2014 Dieter Hendricks, Diane Wilcox, Tim Gebbie

We implement a master-slave parallel genetic algorithm (PGA) with a bespoke log-likelihood fitness function to identify emergent clusters within price evolutions.

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