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 | 106 | 2014 |
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 | 96 | 2007 |
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 | 65 | 2004 |
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 | 40 | 2001 |
A Comparison of Generalized Hyperbolic Distribution Models for Equity Returns VK Socgnia, D Wilcox | 31* | 2014 |
Essential spectra of linear relations DL Wilcox Linear Algebra and it's Applications, 2014 | 27 | 2014 |
Hierarchical causality in financial economics D Wilcox, T Gebbie arXiv preprint arXiv:1408.5585, 2014 | 25 | 2014 |
Multivalued semi-Fredholm operators in normed linear spaces D Wilcox University of Cape Town, 2002 | 23 | 2002 |
Perturbation theory of multivalued Atkinson operators in normed spaces T Álvarez, D Wilcox Bulletin of the Australian Mathematical Society 76 (02), 195-204, 2007 | 17 | 2007 |
Multivalued linear projections RW Cross, DL Wilcox Quaestiones Mathematicae 25 (4), 503-512, 2002 | 17 | 2002 |
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 | 16 | 2008 |
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 | 13 | 2002 |
On pricing kernels, information and risk DL Wilcox, TJ Gebbie Investment Analysts Journal 44 (1), 1-19, 2013 | 7 | 2013 |
On mathematics education in SA and the relevance of popularising mathematics D Wilcox | 5 | 2003 |
Factorising equity returns in an emerging market through exogenous shocks and capital flows D Wilcox, T Gebbie arXiv preprint arXiv:1306.5302, 2013 | 3 | 2013 |
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 | 2 | 2011 |
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 |