9 citations · 13 across the 3 of their papers we have counts for
3 papers
q-fin.TR2022
Post trade allocation: how much are bunched orders costing your performance?
Ali Hirsa, Massoud Heidari
Individual trade orders are often bunched into a block order for processing efficiency, where in post execution, they are allocated into individual accounts. Since Regulators have…
stat.ML2015★ 4 cited
A Statistical Theory of Deep Learning via Proximal Splitting
Nicholas G. Polson, Brandon T. Willard, Massoud Heidari
In this paper we develop a statistical theory and an implementation of deep learning models. We show that an elegant variable splitting scheme for the alternating direction method…
cs.DS2015★ 9 cited
Optimal rounding under integer constraints
Rama Cont, Massoud Heidari
Given real numbers whose sum is an integer, we study the problem of finding integers that preserve the sum while minimizing the rounding error. We first show that every opt…