Dieter Hendricks

A reinforcement learning extension to the Almgren-Chriss framework for optimal trade execution

Dieter Hendricks, Diane Wilcox, D. Wilcox, 2014, 2014 IEEE Conference on Computational Intelligence for Financial Engineering & Economics (CIFEr).

Detecting intraday financial market states using temporal clustering

Dieter Hendricks, Diane Wilcox, Tim Gebbie, 2015, 1508.04900.

Optimal client recommendation for market makers in illiquid financial products pdf

Stephen J. Roberts, Dieter Hendricks, S. Roberts, 2017, ECML/PKDD.

An unsupervised parallel genetic cluster algorithm for graphics processing units

Dieter Hendricks, Diane Wilcox, Tim Gebbie, 2014, ArXiv.

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

Dieter Hendricks, D. Hendricks, 2016, Pattern Recognit. Lett..

An online adaptive learning algorithm for optimal trade execution in high-frequency markets

Dieter Hendricks, 2016 .

An unsupervised parallel genetic cluster algorithm for graphics processing units pdf

Dariusz Cieslakiewicz, Dieter Hendricks, Diane Wilcox, 2014, ArXiv.

Statistical Inference, Learning and Models in Big Data pdf

Ribana Roscher, Alexander G. Schwing, Roger B. Grosse, 2015, ArXiv.

Inferring agent objectives at different scales of a complex adaptive system

Stephen J. Roberts, Dieter Hendricks, Richard Everett, 2017, 1712.01137.