Matthew Dixon

20 papers Journal 12Unranked 6
YearRankTypeTitle / Venue / Authors
2025 J jnl
Time-Consistent Reinforcement Learning for Optimal Consumption Under Epstein-Zin Preferences.
SIAM J. Financial Math.
Matthew Dixon, Ivan Gvozdanovic, Dominic O'Kane
2024 J jnl
On the Abuse and Detection of Polyglot Files.
CoRR
Luke Koch, Sean Oesch, Amul Chaulagain, Jared Dixon, Matthew Dixon, Mike Huettal, Amir Sadovnik, Cory L. Watson, Brian Weber, Jacob Hartman, Richard Patulski
2021 J jnl
Information-Corrected Estimation: A Generalization Error Reducing Parameter Estimation Method.
Entropy
Matthew Dixon, Tyler Ward
2021 J jnl
MS-nowcasting: Operational Precipitation Nowcasting with Convolutional LSTMs at Microsoft Weather.
CoRR
Sylwester Klocek, Haiyu Dong, Matthew Dixon, Panashe Kanengoni, Najeeb Kazmi, Pete Luferenko, Zhongjian Lv, Shikhar Sharma, Jonathan A. Weyn, Siqi Xiang
2020 J jnl
Financial Forecasting With α-RNNs: A Time Series Modeling Approach.
Frontiers Appl. Math. Stat.
Matthew Dixon, Justin London
2020 J jnl
G-Learner and GIRL: Goal Based Wealth Management with Reinforcement Learning.
CoRR
Matthew Dixon, Igor Halperin
2018 J jnl
Sequence classification of the limit order book using recurrent neural networks.
J. Comput. Sci.
Matthew Dixon
2017 J jnl
Classification-based financial markets prediction using deep neural networks.
Algorithmic Finance
Matthew Dixon, Diego Klabjan, Jin Hoon Bang
2016 J jnl
A portable, extensible and fast stochastic volatility model calibration using multi and many-core processors.
Concurr. Comput. Pract. Exp.
Matthew Dixon, Jörg Lotze, Mohammad Zubair
2016 J jnl
Classiffication-based Financial Markets Prediction using Deep Neural Networks.
CoRR
Matthew Dixon, Diego Klabjan, Jin Hoon Bang
2016 J jnl
Workshop on high-performance computational finance.
Concurr. Comput. Pract. Exp.
Matthew Dixon, José E. Moreira, David Daly
2015 — conf
Implementing deep neural networks for financial market prediction on the Intel Xeon Phi.
WHPCF@SC
Matthew Dixon, Diego Klabjan, Jin Hoon Bang
2014 J jnl
A Bayesian approach to ranking private companies based on predictive indicators.
AI Commun.
Matthew Dixon, Jike Chong
2014 — conf
A portable and fast stochastic volatility model calibration using multi and many-core processors.
WHPCF@SC
Matthew Dixon, Jörg Lotze, Mohammad Zubair
2014 — conf
Accelerating option risk analytics in
SpringSim (HPS)
Matthew Dixon, Sabbir Ahmed Khan, Mohammad Zubair
2014 — ed.
Proceedings of the 7th Workshop on High Performance Computational Finance, WHPCF '14, New Orleans, Louisiana, USA, November 16-21, 2014
WHPCF@SC
David Daly, Matthew Dixon, José E. Moreira
2013 — conf
Calibration of stochastic volatility models on a multi-core CPU cluster.
WHPCF@SC
Matthew Dixon, Mohammad Zubair
2011 — ed.
WHPCF'11, Proceedings of the Fourth Workshop on High Performance Computational Finance, co-located with SC11, Seattle, WA, USA, November 13, 2011
WHPCF@SC
Mikhail Smelyanskiy, Matthew Dixon, David Daly, Maria Eleftheriou, José E. Moreira, Kyung Dong Ryu
2009 — conf
Acceleration of market value-at-risk estimation.
SC-WHPCF
Matthew Dixon, Jike Chong, Kurt Keutzer
2003 — conf
Information Technology Practitioner Skills in Europe: Current Status and Challenges for the Future.
Computer Science in Perspective
Wolffried Stucky, Matthew Dixon, Peter Bumann, Andreas Oberweis