108 citations · 435 across the 38 of their papers we have counts for
Showing 2014Show all
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q-fin.GN2014★ 14 cited
Hierarchical causality in financial economics
Diane Wilcox, Tim Gebbie
Hierarchical analysis is considered and a multilevel model is presented in order to explore causality, chance and complexity in financial economics. A coupled system of models is u…
q-fin.CP2014★ 7 cited
High-speed detection of emergent market clustering via an unsupervised parallel genetic algorithm
Dieter Hendricks, Diane Wilcox, Tim Gebbie
We implement a master-slave parallel genetic algorithm (PGA) with a bespoke log-likelihood fitness function to identify emergent clusters within price evolutions. We use graphics p…