Restrictions on microstructure K Bhattacharya, NB Firoozye, RD James, RV Kohn Proceedings of the Royal Society of Edinburgh Section A: Mathematics 124 (5 …, 1994 | 149 | 1994 |
Generative adversarial networks for financial trading strategies fine-tuning and combination A Koshiyama, N Firoozye, P Treleaven Quantitative Finance 21 (5), 797-813, 2021 | 103 | 2021 |
Geometric parameters and the relaxation of multiwell energies NB Firoozye, RV Kohn Microstructure and phase transition, 85-109, 1993 | 43 | 1993 |
Optimal use of the translation method and relaxations of variational problems NB Firoozye Communications on pure and applied mathematics 44 (6), 643-678, 1991 | 38 | 1991 |
Algorithms in future capital markets A Koshiyama, N Firoozye, P Treleaven Available at SSRN 3527511, 2020 | 35 | 2020 |
Rethinking the European monetary union J Nordvig, N Firoozye Wolfson Economics Prize, 2012 | 24 | 2012 |
The recurrent reinforcement learning crypto agent G Borrageiro, N Firoozye, P Barucca IEEE Access 10, 38590-38599, 2022 | 21 | 2022 |
Quantnet: Transferring learning across systematic trading strategies A Koshiyama, S Flennerhag, SB Blumberg, N Firoozye, P Treleaven arXiv preprint arXiv:2004.03445, 2020 | 16* | 2020 |
Managing Uncertainty, Mitigating Risk: Tackling the Unknown in Financial Risk Assessment and Decision Making N Firoozye, F Ariff Palgrave MacMillan, 2015 | 14 | 2015 |
Wa ‘d and the Completeness of Islamic Markets N Firoozye Opalasque Islamic Finance Intelligence, 2009 | 13 | 2009 |
Reinforcement learning for systematic FX trading G Borrageiro, N Firoozye, P Barucca IEEE Access 10, 5024-5036, 2021 | 12 | 2021 |
Avoiding Backtesting Overfitting by Covariance-Penalties: an empirical investigation of the ordinary and total least squares cases A Koshiyama, N Firoozye arXiv preprint arXiv:1905.05023, 2019 | 12 | 2019 |
Tawarruq: Shariah risk or banking conundrum N Firoozye Opalesque Islamic Finance Intelligence 1, 4-7, 2009 | 11 | 2009 |
Algorithms in future capital markets: a survey on AI, ML and associated algorithms in capital markets A Koshiyama, N Firoozye, P Treleaven Proceedings of the First ACM International Conference on AI in Finance, 1-8, 2020 | 9 | 2020 |
Canonical portfolios: Optimal asset and signal combination N Firoozye, V Tan, S Zohren Journal of Banking & Finance 154, 106952, 2023 | 8 | 2023 |
Planning for an orderly break-up of the european monetary union J Nordvig, N Firoozye Submission to the wolfson economics prize, 2012 | 8 | 2012 |
Optimal translations and relaxations of some multiwell energies NB Firoozye New York University, 1990 | 8 | 1990 |
Limit Order Book Simulations: A Review K Jain, N Firoozye, J Kochems, P Treleaven arXiv preprint arXiv:2402.17359, 2024 | 7 | 2024 |
Positive second variation and local minimizers in BMO-Sobolev spaces NB Firoozye Universität Bonn. SFB 256. Nichtlineare Partielle Differentialgleichungen, 1992 | 7 | 1992 |
Structured Products-the most suitable, efficient and fittest N Firoozye Opalesque Islamic Finance Intelligence 1 (2), 7-9, 2009 | 6 | 2009 |