Gordon Ritter

New York University (NYU) - Courant Institute of Mathematical Sciences

Adjunct Professor

New York University

251 Mercer Street

New York, NY 10012

United States

City University of New York - Weissman School of Arts and Sciences

One Bernard Baruch Way

New York, NY 10010

United States

Rutgers, The State University of New Jersey - Financial Statistics & Risk Management

Professor of Practice

110 Frelinghuysen Road

479 Hill Center, Busch Campus

Piscataway, NJ 08854

United States

New York University (NYU) - NYU Tandon School of Engineering

6 MetroTech Center

Brooklyn, NY 11201

United States

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 3,076

SSRN RANKINGS

Top 3,076

in Total Papers Downloads

11,632

CITATIONS

0

Scholarly Papers (7)

1.

Machine Learning for Trading

Number of pages: 19 Posted: 14 Aug 2017 Last Revised: 04 Dec 2017
Gordon Ritter
New York University (NYU) - Courant Institute of Mathematical Sciences
Downloads 7,732 (675)

Abstract:

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Finance, Investment Analysis, Machine Learning, Portfolio Optimization

2.

Multiperiod Portfolio Selection and Bayesian Dynamic Models

Risk, Vol. 28, Issue 3, p 50-54, March 2015
Number of pages: 8 Posted: 28 Jul 2014 Last Revised: 04 Dec 2017
Petter N. Kolm and Gordon Ritter
New York University - Courant Institute of Mathematical Sciences and New York University (NYU) - Courant Institute of Mathematical Sciences
Downloads 1,820 (8,214)

Abstract:

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Portfolio optimization, Transaction costs, Bayesian statistics, Markov models

3.

On the Bayesian Interpretation of Black-Litterman

European Journal of Operational Research, Volume 258, Issue 2, 16 April 2017, Pages 564-572
Number of pages: 22 Posted: 17 Oct 2016 Last Revised: 01 Dec 2017
Petter N. Kolm and Gordon Ritter
New York University - Courant Institute of Mathematical Sciences and New York University (NYU) - Courant Institute of Mathematical Sciences
Downloads 786 (29,715)

Abstract:

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Black-Litterman, Portfolio Optimization, APT, Bayesian statistics

4.

Stable Linear-Time Optimization in Arbitrage Pricing Theory Models

Risk Magazine, 2016
Number of pages: 9 Posted: 12 Aug 2016
Gordon Ritter
New York University (NYU) - Courant Institute of Mathematical Sciences
Downloads 500 (53,986)

Abstract:

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Portfolio Optimization

5.

Optimal Microstructure Trading with a Long-Term Utility Function

Number of pages: 26 Posted: 24 Oct 2017 Last Revised: 03 Dec 2017
Elie Benveniste and Gordon Ritter
New York University (NYU) - Courant Institute of Mathematical Sciences and New York University (NYU) - Courant Institute of Mathematical Sciences
Downloads 461 (59,816)

Abstract:

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Finance, Investment Analysis, Optimal Execution, Market Microstructure

6.

A New Copula for Modeling Tail Dependence

Number of pages: 29 Posted: 26 Aug 2010 Last Revised: 15 Nov 2010
Jeff Holman and Gordon Ritter
Highbridge Capital Management and New York University (NYU) - Courant Institute of Mathematical Sciences
Downloads 333 (87,775)

Abstract:

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7.

Dynamic Replication and Hedging: A Reinforcement Learning Approach

Posted: 05 Dec 2018
Gordon Ritter and Petter N. Kolm
New York University (NYU) - Courant Institute of Mathematical Sciences and New York University - Courant Institute of Mathematical Sciences

Abstract:

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Finance; Hedging; Investment analysis; Machine learning; Optimal control; Options; Portfolio optimization; Reinforcement learning