User profiles for Nick Firoozye
 | (Nick) Nikan FiroozyeHonorary Reader, University College London Verified email at ucl.ac.uk Cited by 524 |
Generative adversarial networks for financial trading strategies fine-tuning and combination
A Koshiyama, N Firoozye, P Treleaven - Quantitative Finance, 2021 - Taylor & Francis
Systematic trading strategies are algorithmic procedures that allocate assets aiming to optimize
a certain performance criterion. To obtain an edge in a highly competitive environment, …
a certain performance criterion. To obtain an edge in a highly competitive environment, …
Algorithms in future capital markets
A Koshiyama, N Firoozye… - Available at SSRN …, 2020 - papers.ssrn.com
This paper reviews Artificial Intelligence (AI), Machine Learning (ML) and associated
algorithms in future Capital Markets. New AI algorithms are constantly emerging, with each ‘strain’…
algorithms in future Capital Markets. New AI algorithms are constantly emerging, with each ‘strain’…
[PDF][PDF] Rethinking the European monetary union
J Nordvig, N Firoozye - Wolfson Economics Prize, 2012 - ftalphaville-cdn.ft.com
Each of these aspects involves complex issues in its own right, and it is not feasible to deal
comprehensively with all aspects in a single paper. As a result, we focus our energies on …
comprehensively with all aspects in a single paper. As a result, we focus our energies on …
Reinforcement learning for systematic FX trading
We explore online inductive transfer learning, with a feature representation transfer from a
radial basis function network formed of Gaussian mixture model hidden processing units to a …
radial basis function network formed of Gaussian mixture model hidden processing units to a …
The recurrent reinforcement learning crypto agent
We demonstrate a novel application of online transfer learning for a digital assets trading
agent. This agent uses a powerful feature space representation in the form of an echo state …
agent. This agent uses a powerful feature space representation in the form of an echo state …
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 - arxiv.org
Systematic trading strategies are rule-based procedures which choose portfolios and
allocate assets. In order to attain certain desired return profiles, quantitative strategists must …
allocate assets. In order to attain certain desired return profiles, quantitative strategists must …
Quantnet: Transferring learning across systematic trading strategies
Systematic financial trading strategies account for over 80% of trade volume in equities and
a large chunk of the foreign exchange market. In spite of the availability of data from multiple …
a large chunk of the foreign exchange market. In spite of the availability of data from multiple …
QuantNet: transferring learning across trading strategies
Systematic financial trading strategies account for over 80% of trade volume in equities and
a large chunk of the foreign exchange market. In spite of the availability of data from multiple …
a large chunk of the foreign exchange market. In spite of the availability of data from multiple …
Towards Augmented Financial Intelligence
AH Mihov, N Firoozye, P Treleaven - Available at SSRN 4148057, 2022 - papers.ssrn.com
… Dr Nick Firoozye has over two decades of experience in the finance industry. Nick was
awarded a PhD in Mathematics from Courant Institute, NYU and was an Assistant Professor at …
awarded a PhD in Mathematics from Courant Institute, NYU and was an Assistant Professor at …
Limit Order Book Simulations: A Review
Limit Order Books (LOBs) serve as a mechanism for buyers and sellers to interact with each
other in the financial markets. Modelling and simulating LOBs is quite often necessary} for …
other in the financial markets. Modelling and simulating LOBs is quite often necessary} for …