Adriano Koshiyama

University College London, Financial Computing and Analytics Group, Department of Computer Science, Students

PhD Student

Gower Street

London, London WC1E 6BT

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS

128

CITATIONS

0

Scholarly Papers (3)

1.

A Derivatives Trading Recommendation System: the Mid-Curve Calendar Spread Case

Number of pages: 43 Posted: 11 Nov 2018
Adriano Koshiyama, Nick Firoozye and Philip Treleaven
University College London, Financial Computing and Analytics Group, Department of Computer Science, Students, UCL - Computer Science and University College London
Downloads 53 (376,049)

Abstract:

Loading...

Trading Recommendation System; Machine Learning; Derivatives, Swaptions

2.

Optimal Dynamic Strategies on Gaussian Returns

Number of pages: 32 Posted: 02 Jun 2019
Nick Firoozye and Adriano Koshiyama
UCL - Computer Science and University College London, Financial Computing and Analytics Group, Department of Computer Science, Students
Downloads 39 (425,703)

Abstract:

Loading...

Algorithmic Trading, Dynamic Strategies, Over-Fitting, Quantitative Finance, Signal Processing

3.

Avoiding Backtesting Overfitting by Covariance-Penalties: An Empirical Investigation of the Ordinary and Total Least Squares Cases

Number of pages: 26 Posted: 02 Jun 2019
Adriano Koshiyama and Nick Firoozye
University College London, Financial Computing and Analytics Group, Department of Computer Science, Students and UCL - Computer Science
Downloads 36 (437,967)

Abstract:

Loading...

Algorithmic Trading, Overfitting, Covariance-Penalty, Total Least Squares, Ordinary Least Squares, Quantitative Finance