| Portfolio optimization in the context of cointelated pairs: Stochastic differential equation vs. machine learning approach B Mahdavi-Damghani, K Mustafayeva, S Roberts, C Buescu Social Science Electronic Publishing, 2017 | 4 | 2017 |
| 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 |
| Portfolio optimization for cointelated pairs: SDEs vs Machine learning B Mahdavi-Damghani, K Mustafayeva, C Buescu, S Roberts Algorithmic Finance 8 (3-4), 101-125, 2020 | 1 | 2020 |
| Contributions to covariance estimation, correlated assets trading and implied variance model K Mustafayeva King's College London, 2020 | | 2020 |
| 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: 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
