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Diane Wilcox
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Year
A reinforcement learning extension to the Almgren-Chriss framework for optimal trade execution
D Hendricks, D Wilcox
Computational Intelligence for Financial Engineering & Economics (CIFEr …, 2014
972014
An analysis of cross-correlations in an emerging market
D Wilcox, T Gebbie
Physica A: Statistical Mechanics and its Applications 375 (2), 584-598, 2007
962007
On the analysis of cross-correlations in South African market data
D Wilcox, T Gebbie
Physica A: Statistical Mechanics and its Applications 344 (1), 294-298, 2004
652004
Multivalued Fredholm type operators with abstract generalised inverses
T Alvarez, RW Cross, D Wilcox
Journal of mathematical analysis and applications 261 (1), 403-417, 2001
402001
A Comparison of Generalized Hyperbolic Distribution Models for Equity Returns
VK Socgnia, D Wilcox
30*2014
Essential spectra of linear relations
DL Wilcox
Linear Algebra and it's Applications, 2014
272014
Hierarchical causality in financial economics
D Wilcox, T Gebbie
arXiv preprint arXiv:1408.5585, 2014
242014
Multivalued semi-Fredholm operators in normed linear spaces
D Wilcox
University of Cape Town, 2002
232002
Perturbation theory of multivalued Atkinson operators in normed spaces
T Álvarez, D Wilcox
Bulletin of the Australian Mathematical Society 76 (02), 195-204, 2007
172007
Multivalued linear projections
RW Cross, DL Wilcox
Quaestiones Mathematicae 25 (4), 503-512, 2002
172002
Serial correlation, periodicity and scaling of eigenmodes in an emerging market
D Wilcox, T Gebbie
International Journal of Theoretical and Applied Finance 11 (07), 739-760, 2008
162008
Quantities related to upper and lower semi-Fredholm type linear relations
T Alvarez, R Cross, D Wilcox
Bulletin of the Australian Mathematical Society 66 (02), 275-289, 2002
132002
On pricing kernels, information and risk
DL Wilcox, TJ Gebbie
Investment Analysts Journal 44 (1), 1-19, 2013
72013
On mathematics education in SA and the relevance of popularising mathematics
D Wilcox
52003
Factorising equity returns in an emerging market through exogenous shocks and capital flows
D Wilcox, T Gebbie
arXiv preprint arXiv:1306.5302, 2013
32013
The Baire property and the domain of iterates of a paracomplete linear relation
T Alvarez, D Wilcox
Journal of Operator Theory 66 (2), 451, 2011
22011
A Personal Reflection on Advancing in South African Academic Science
D Wilcox
Advancing Women in Science, Edited by W. Pearson, L. Frehill and C. McNeely …, 2015
2015
High-speed detection of emergent clustering via an unsupervised parallel genetic algorithm
TG D. Hendricks, D. Wilcox
http://arxiv.org/pdf/1403.4099.pdf, 2014
2014
Clustering dynamics through an emerging market crash in the global crisis 2007-2009
D Wilcox, T Gebbie
2009
Factorization of equity returns in an emerging market
D Wilcox, T Gebbie
Applications of Stochastic Analysis, AIMS Summer School and Research …, 2007
2007
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Articles 1–20