| Portfolio Optimization for Cointelated Pairs: Financial Mathematics or Machine Learning? B Mahdavi-Damghani, K Mustafayeva, C Buescu, S Roberts Available at SSRN 3039171, 2019 | 4 | 2019 |
| Convergence of Heston to SVI Proposed Extensions: Rational & Conjecture for the Convergence of Extended Heston to the Implied Volatility Surface Parametrization B Mahdavi-Damghani, K Mustafayeva, S Roberts Available at SSRN 3039185, 2017 | 3 | 2017 |
| Non-Parametric Estimation of Spot Covariance Matrix with High-Frequency Data K Mustafayeva, W Wang arXiv preprint arXiv:1905.08122, 2019 | | 2019 |
| Portfolio Optimization for Cointelated Pairs: SDEs vs. Machine Learning B Mahdavi-Damghani, K Mustafayeva, S Roberts, C Buescu arXiv preprint arXiv:1812.10183, 2018 | | 2018 |
| Portfolio Optimization for Cointelated Pairs: Financial Mathematics or Machine Learning? B Mahdavi-Damghani, K Mustafayeva, C Buescu, S Roberts | | |
| Financial Mathematics or Machine Learning in the context of Portfolio Optimization for Cointelated Pairs? B Mahdavi-Damghani, K Mustafayeva, S Roberts, C Buescu | | |
Babak Mahdavi-DamghaniUniversity of OxfordVerified email at oxford-man.ox.ac.uk
