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researcher

Dieter Hendricks

10 papers hereh-index 6209 citations12 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1
  • first author4
  • middle author2
  • last author2

Across the 9 of 10 papers where every author was matched, so the position is known.

fields
  • q-fin.TR6
  • q-fin.CP2
  • q-fin.ST1
  • stat.ML1

identity via Semantic Scholar / OpenAlex

activity
20142018
most citedA reinforcement learning extension to the Almgren-Chriss model for optimal trade execution

78 citations · 161 across the 7 of their papers we have counts for

collaborators
Showing q-fin.STShow all

1 paper · 1 filter

q-fin.ST2018

What Makes An Asset Useful?

Yves-Laurent Kom Samo, Dieter Hendricks

Given a new candidate asset represented as a time series of returns, how should a quantitative investment manager be thinking about assessing its usefulness? This is a key qualitat…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.