Zobrazeno 1 - 8
of 8
pro vyhledávání: '"Heidari, Massoud"'
Autor:
Hirsa, Ali, Heidari, Massoud
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 not mandated any specific post trade allocation practice or methodolog
Externí odkaz:
http://arxiv.org/abs/2210.15499
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 of multipliers optimises a deep learning objective. We allow for non-s
Externí odkaz:
http://arxiv.org/abs/1509.06061
Autor:
Cont, Rama, Heidari, Massoud
Given real numbers whose sum is an integer, we study the problem of finding integers which match these real numbers as closely as possible, in the sense of L^p norm, while preserving the sum. We describe the structure of solutions for this integer op
Externí odkaz:
http://arxiv.org/abs/1501.00014
Autor:
Heidari, Massoud1 massoud.heidari@ccm.natixis.com, Wu, Liuren2
Publikováno v:
Journal of Financial & Quantitative Analysis. Jun2009, Vol. 44 Issue 3, p517-550. 34p.
Publikováno v:
Journal of Business & Economic Statistics, 2009 Oct 01. 27(4), 517-527.
Externí odkaz:
https://www.jstor.org/stable/27799103
Autor:
Heidari, Massoud.
Thesis: Ph. D., Massachusetts Institute of Technology, Department of Civil Engineering, 1987
Bibliography: v. 2, leaves 219-224.
by Massoud Heidari.
Ph. D.
Ph. D. Massachusetts Institute of Technology, Department of Civil Engineer
Bibliography: v. 2, leaves 219-224.
by Massoud Heidari.
Ph. D.
Ph. D. Massachusetts Institute of Technology, Department of Civil Engineer
Externí odkaz:
https://hdl.handle.net/1721.1/153584
Autor:
Heidari, Massoud1, Wu, Liuren2
Publikováno v:
Review of Finance. Apr2010, Vol. 14 Issue 2, p313-342. 30p. 3 Charts, 4 Graphs.
Autor:
Heidari, Massoud, Wu, Liuren
Publikováno v:
Journal of Fixed Income. Jun2003, Vol. 13 Issue 1, p75-86. 12p. 3 Graphs.