Tim Gebbie

According to our database, Tim Gebbie authored at least 11 papers between 2014 and 2023.

Collaborative distances:

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

2023

Anomalous diffusion and price impact in the fluid-limit of an order book.

Derick Diana, Tim Gebbie

CoRR, 2023

Variations on the Reinforcement Learning performance of Blackjack.

Avish Buramdoyal, Tim Gebbie

CoRR, 2023

Many learning agents interacting with an agent-based market model.

Matthew Dicks, Andrew Paskaramoorthy, Tim Gebbie

CoRR, 2023

2022

CoinTossX: An open-source low-latency high-throughput matching engine.

Ivan Jericevich, Dharmesh Sing, Tim Gebbie

SoftwareX, 2022

A simple learning agent interacting with an agent-based market model.

Matthew Dicks, Tim Gebbie

CoRR, 2022

An Empirical Comparison of Cross-Validation Procedures for Portfolio Selection.

Andrew Paskaramoorthy, Terence L. van Zyl, Tim Gebbie

Proceedings of the IEEE Symposium on Computational Intelligence for Financial Engineering and Economics, 2022

2021

Simulation and estimation of an agent-based market-model with a matching engine.

Ivan Jericevich, Patrick Chang, Tim Gebbie

CoRR, 2021

The efficient frontiers of mean-variance portfolio rules under distribution misspecification.

Andrew Paskaramoorthy, Tim Gebbie, Terence L. van Zyl

Proceedings of the 24th IEEE International Conference on Information Fusion, 2021

2020

Malliavin-Mancino Estimators Implemented with Nonuniform Fast Fourier Transforms.

Patrick Chang, Etienne Pienaar, Tim Gebbie

SIAM J. Sci. Comput., 2020

Learning low-frequency temporal patterns for quantitative trading.

Joel da Costa, Tim Gebbie

Proceedings of the 2020 IEEE Symposium Series on Computational Intelligence, 2020

2014

An unsupervised parallel genetic cluster algorithm for graphics processing units.

Dieter Hendricks, Dariusz Cieslakiewicz, Diane Wilcox, Tim Gebbie

CoRR, 2014