Matthew F. Dixon

According to our database, Matthew F. Dixon authored at least 10 papers between 2003 and 2022.

Collaborative distances:

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

2022

Industrial Forecasting with Exponentially Smoothed Recurrent Neural Networks.

Matthew F. Dixon

Technometrics, 2022

Deep Partial Least Squares for Empirical Asset Pricing.

Matthew F. Dixon, Nicholas G. Polson, Kemen Goicoechea

CoRR, 2022

2021

Short Communication: Beyond Surrogate Modeling: Learning the Local Volatility via Shape Constraints.

Marc Chataigner, Areski Cousin, Stéphane Crépey, Matthew F. Dixon, Djibril Gueye

SIAM J. Financial Math., 2021

2020

Short Communication: Deep Fundamental Factor Models.

Matthew F. Dixon, Nick Polson

SIAM J. Financial Math., 2020

2019

Deep Fundamental Factor Models.

Matthew F. Dixon, Nicholas G. Polson

CoRR, 2019

2012

Accelerating Value-at-Risk estimation on highly parallel architectures.

Matthew F. Dixon, Jike Chong, Kurt Keutzer

Concurr. Comput. Pract. Exp., 2012

2004

Using Distributed Computers to Deterministically Approximate Higher Dimensional Convection Diffusion Equations.

Matthew F. Dixon, Chih Jeng Kenneth Tan

J. Supercomput., 2004

A Runtime Adaptive Load Balancing Algorithm for Particle Simulations.

Matthew F. Dixon

Proceedings of the Applied Parallel Computing, 2004

2003

A Performance Comparison of Matrix Solvers on Compaq Alpha, Intel Itanium, and Intel Itanium II Processors.

Chih Jeng Kenneth Tan, David Hagan, Matthew F. Dixon

Proceedings of the Computational Science and Its Applications, 2003

Distributed Solution of High-Order Compact Difference Schemes for Multidimensional Convection-Diffusion Equations.

Matthew F. Dixon, Chih Jeng Kenneth Tan

Proceedings of the Computational Science and Its Applications, 2003