| The Non‐Misleading Value of Inferred Correlation: An Introduction to the Cointelation Model B Mahdavi-Damghani Wilmott 2013 (67), 50-61, 2013 | 77 | 2013 |
| The Misleading Value of Measured Correlation B Mahdavi-Damghani, D Welch, C O'Malley, S Knights Wilmott 2012 (62), 64-73, 2012 | 52 | 2012 |
| De‐arbitraging With a Weak Smile: Application to Skew Risk B Mahdavi-Damghani, A Kos Wilmott 2013 (64), 40-49, 2013 | 35 | 2013 |
| Data-Driven Models & Mathematical Finance: Apposition or Opposition? B Mahdavi-Damghani University of Oxford (Oxford-Man Institute of Quantitative Finance), 2020 | 28* | 2020 |
| Introducing the HFTE Model: A Multi-Species Predator Prey Ecosystem for High Frequency Quantitative Financial Strategies B Mahdavi-Damghani Wilmott 2017 (89), 2017 | 15 | 2017 |
| Introducing the Implied Volatility Surface Parametrization (IVP): Application to the FX Market B Mahdavi-Damghani Wilmott 2015 (77), 68-81, 2015 | 13 | 2015 |
| Guidelines for building a realistic algorithmic trading market simulator for backtesting while incorporating market impact. Agent-Based Strategies in Neural Network Format … B Mahdavi-Damghani, S Roberts Algorithmic Finance 11 (1), 1-25, 2023 | 11* | 2023 |
| A proposed risk modeling shift from the approach of stochastic differential equation towards machine learning clustering: Illustration with the concepts of anticipative … B Mahdavi-Damghani, S Roberts Available at SSRN 3039179, 2017 | 11 | 2017 |
| The Unfortunate cosT Of Pattern rEcognition (UTOPE-ia): the Genetic Disorder of the Financial Industry B Mahdavi-Damghani Wilmott 2012 (60), 28-37, 2012 | 10* | 2012 |
| Cryptocurrency Sectorization through Clustering and Web-Scraping: Application to Systematic Trading. B Mahdavi-Damghani, R Fraser, J Howell, JS Halldorsson Journal of Financial Data Science 4 (1), 2022 | 7 | 2022 |
| 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 | 5* | 2020 |
| Design of Agent-Injury Modeling B Silverman, GK Bharathy, BM Damghani, E Kim, L Lambert University of Pennsylvania, Philadelphia, PA, 19104-6315, 2003 | 5* | 2003 |
| Oxbridge capital partners yearly review B Mahdavi-Damghani EQRC, 2018 | 4 | 2018 |
| Machine Learning Techniques for Deciphering Implied Volatility Surface Data in a Hostile Environment: Scenario Based Particle Filter, Risk Factor Decomposition & Arbitrage … B Mahdavi-Damghani, S Roberts University of Oxford (Oxford-Man Institute of Quantitative Finance), 2018 | 3 | 2018 |
| 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 |
| Machine Learning Methods for Financial Forecasting: Application to the S&P 500. B Mahdavi-Damghani University of Oxford (Comlab), 2006 | 1* | 2006 |
| Validating the PNL in NLP B Mahdavi-Damghani | | 2023 |
| Addendum on how many times Cointelated pairs cross paths B Mahdavi-Damghani, S Roberts Available at SSRN 3550931, 2020 | | 2020 |
| Sequential Monte Carlo Methods Applied to Multi Target Tracking B Mahdavi-Damghani University of Cambridge, 2009 | | 2009 |
Stephen RobertsProfessor of Engineering Science (Machine Learning, Information Engineering), University of OxfordVerified email at robots.ox.ac.uk
