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Research
Latest papers
Efficient p-value estimation in massively parallel testing problems.
Biostatistics (Oxford, England) · 2008
Latest funding
- $26,000
Interest Rates and Trading Costs in Equilibrium Models: Stochastic Differential Equations Meet Machine Learning
NSERC · 2024 · Principal investigator
- $12,500
Interest Rates and Trading Costs in Equilibrium Models: Stochastic Differential Equations Meet Machine Learning
NSERC · 2024 · Principal investigator
1 publications.
Efficient p-value estimation in massively parallel testing problems.
Kustra R, Shi X, Murdoch DJ, Greenwood CM, Rangrej J
Interest Rates and Trading Costs in Equilibrium Models: Stochastic Differential Equations Meet Machine Learning
Principal investigators: Shi, Xiaofei
Keywords: market microstructure; interest rate models; trading costs; forward-backward stochastic differential equations; equilibrium models; deep reinforcement learning; transfer learning
Interest Rates and Trading Costs in Equilibrium Models: Stochastic Differential Equations Meet Machine Learning
Principal investigators: Shi, Xiaofei
Keywords: market microstructure; interest rate models; trading costs; forward-backward stochastic differential equations; equilibrium models; deep reinforcement learning; transfer learning
From CIHR, NSERC and SSHRC funding decisions: CIHR since 2008, NSERC since 1991 and SSHRC since 1998, including their latest published competition results.
Frequent collaborators
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