Search Results for author: Massoud Heidari

Found 2 papers, 0 papers with code

Post trade allocation: how much are bunched orders costing your performance?

no code implementations13 Oct 2022 Ali Hirsa, Massoud Heidari

However, as many have found over the years, there is no simple solution for post trade allocation between accounts that results in a uniform distribution of returns.

A Statistical Theory of Deep Learning via Proximal Splitting

no code implementations20 Sep 2015 Nicholas G. Polson, Brandon T. Willard, Massoud Heidari

In this paper we develop a statistical theory and an implementation of deep learning models.

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