| Automatic verification of Erlang-style concurrency E D’Osualdo, J Kochems, CHL Ong Static Analysis: 20th International Symposium, SAS 2013, Seattle, WA, USA …, 2013 | 76 | 2013 |
| Deep hedging: hedging derivatives under generic market frictions using reinforcement learning H Buehler, L Gonon, J Teichmann, B Wood, B Mohan, J Kochems Swiss Finance Institute, 2019 | 64 | 2019 |
| Unboundedness and downward closures of higher-order pushdown automata M Hague, J Kochems, CHL Ong Proceedings of the 43rd Annual ACM SIGPLAN-SIGACT Symposium on Principles of …, 2016 | 41 | 2016 |
| Idiosyncrasies and challenges of data driven learning in electronic trading V Bacoyannis, V Glukhov, T Jin, J Kochems, DR Song arXiv preprint arXiv:1811.09549, 2018 | 32 | 2018 |
| Improved functional flow and reachability analyses using indexed linear tree grammars J Kochems, CH Ong 22nd International Conference on Rewriting Techniques and Applications (RTA …, 2011 | 22 | 2011 |
| Soter: an automatic safety verifier for Erlang E D'Osualdo, J Kochems, L Ong Proceedings of the 2nd edition on Programming systems, languages and …, 2012 | 20 | 2012 |
| Limit order book simulations: A review K Jain, N Firoozye, J Kochems, P Treleaven arXiv preprint arXiv:2402.17359, 2024 | 19 | 2024 |
| Limit order book simulation with generative adversarial networks R Cont, M Cucuringu, J Kochems, F Prenzel Available at SSRN 4512356, 2023 | 14 | 2023 |
| Dynamic calibration of order flow models with generative adversarial networks F Prenzel, R Cont, M Cucuringu, J Kochems Proceedings of the third acm international conference on ai in finance, 446-453, 2022 | 8 | 2022 |
| Safety verification of asynchronous pushdown systems with shaped stacks J Kochems, CHL Ong International Conference on Concurrency Theory, 288-302, 2013 | 7 | 2013 |
| Deep Hedging: Hedging Derivatives under Generic Market Frictions using Reinforcement Learning; SSRN Scholarly Paper ID 3355706 H Buehler, L Gonon, J Teichmann, B Wood, B Mohan, J Kochems Social Science Research Network: Rochester, NY, USA, 2019 | 5 | 2019 |
| Limit Order Book dynamics and order size modelling using Compound Hawkes Process K Jain, N Firoozye, J Kochems, P Treleaven Finance Research Letters 69, 106157, 2024 | 4 | 2024 |
| Decidable models of recursive asynchronous concurrency J Kochems, CHL Ong arXiv preprint arXiv:1410.8852, 2014 | 3 | 2014 |
| Verification of asynchronous concurrency and the shaped stack constraint J Kochems University of Oxford, 2014 | 3 | 2014 |
| Approximating reachable terms of functional programs J Kochems University of Oxford MMathsCompSc thesis, 2010 | 3 | 2010 |
| Verifying Erlang-style concurrency automatically E D’Osualdo, J Kochems, CHL Ong Technical report, University of Oxford DCS Technical Report, 2011. http …, 2011 | 2 | 2011 |
| No tick-size too small: A general method for modelling small tick limit order books K Jain, JF Muzy, J Kochems, E Bacry arXiv preprint arXiv:2410.08744, 2024 | 1 | 2024 |
Luke OngDistinguished University Professor, Nanyang Technological UniversityVerified email at ntu.edu.sg
