Lawrence Middleton | DeepAI

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Featured Co-authors

Arnaud Doucet
106 publications
George Deligiannidis
31 publications
Pierre E. Jacob
18 publications
Simone Rijavec
1 publication
James Dodd
1 publication

research

∙ 09/16/2021

Trading styles and long-run variance of asset prices

Trading styles can be classified into either trend-following or mean-rev...

0 Lawrence Middleton, et al. ∙

research

∙ 02/05/2019

Unbiased Smoothing using Particle Independent Metropolis-Hastings

We consider the approximation of expectations with respect to the distri...

0 Lawrence Middleton, et al. ∙

research

∙ 07/23/2018

Unbiased Markov chain Monte Carlo for intractable target distributions

Performing numerical integration when the integrand itself cannot be eva...

0 Lawrence Middleton, et al. ∙