The Book Publishing Industry focuses on consumer books (adult, juvenile, and mass market
paperbacks) and reviews all major book categories to present a comprehensive overview of …

We present a hierarchical reinforcement learning (RL) architecture that employs various low-
level agents to act in the trading environment, ie, the market. The highest-level agent selects …

Many static and dynamic models exist to forecast Value-at-Risk and other quantile-related
metrics used in financial risk management. Industry practice favours simpler, static models …

T he idea of object-orientation has helped drive progress in computer science, technology
and business for the last few decades. Object-orientation provides a high-level interface for …

2015 dissertation for MSc Finance and Risk. Selected by academic staff as a good example
of a masters level dissertation. This dissertation is an investigation into return correlations …

Investors derive the greatest risk reduction benefit from portfolio diversification by holding
assets with a low co-movement. As correlations between stocks worldwide have been …