Tim Gebbie

16 papers C 1Journal 13Unranked 2
YearRankTypeTitle / Venue / Authors
2026 J jnl
Metaorder modelling and identification from public data.
CoRR
Ezra Goliath, Tim Gebbie
2025 J jnl
Non-uniformly sampled simulated price impact of an order-book.
J. Comput. Appl. Math.
Derick Diana, Tim Gebbie
2024 J jnl
Representation Learning for Regime detection in Block Hierarchical Financial Markets.
CoRR
Alexa Orton, Tim Gebbie
2023 J jnl
Anomalous diffusion and price impact in the fluid-limit of an order book.
CoRR
Derick Diana, Tim Gebbie
2023 J jnl
Many learning agents interacting with an agent-based market model.
CoRR
Matthew Dicks, Andrew Paskaramoorthy, Tim Gebbie
2023 J jnl
Variations on the Reinforcement Learning performance of Blackjack.
CoRR
Avish Buramdoyal, Tim Gebbie
2022 J jnl
A simple learning agent interacting with an agent-based market model.
CoRR
Matthew Dicks, Tim Gebbie
2022 — conf
An Empirical Comparison of Cross-Validation Procedures for Portfolio Selection.
CIFEr
Andrew Paskaramoorthy, Terence L. van Zyl, Tim Gebbie
2022 J jnl
CoinTossX: An open-source low-latency high-throughput matching engine.
SoftwareX
Ivan Jericevich, Dharmesh Sing, Tim Gebbie
2021 J jnl
CoinTossX: An open-source low-latency high-throughput matching engine.
CoRR
Ivan Jericevich, Dharmesh Sing, Tim Gebbie
2021 J jnl
Simulation and estimation of an agent-based market-model with a matching engine.
CoRR
Ivan Jericevich, Patrick Chang, Tim Gebbie
2021 C conf
The efficient frontiers of mean-variance portfolio rules under distribution misspecification.
FUSION
Andrew Paskaramoorthy, Tim Gebbie, Terence L. van Zyl
2020 — conf
Learning low-frequency temporal patterns for quantitative trading.
SSCI
Joel da Costa, Tim Gebbie
2020 J jnl
Learning low-frequency temporal patterns for quantitative trading.
CoRR
Joel da Costa, Tim Gebbie
2020 J jnl
Malliavin-Mancino Estimators Implemented with Nonuniform Fast Fourier Transforms.
SIAM J. Sci. Comput.
Patrick Chang, Etienne Pienaar, Tim Gebbie
2014 J jnl
An unsupervised parallel genetic cluster algorithm for graphics processing units.
CoRR
Dieter Hendricks, Dariusz Cieslakiewicz, Diane Wilcox, Tim Gebbie