78 citations · 161 across the 7 of their papers we have counts for
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q-fin.CP2017
Optimal client recommendation for market makers in illiquid financial products
Dieter Hendricks, Stephen J. Roberts
The process of liquidity provision in financial markets can result in prolonged exposure to illiquid instruments for market makers. In this case, where a proprietary position is no…
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…