Steve Taylor
New Jersey Institute of Technology
H-index: 9
North America-United States
Top articles of Steve Taylor
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Peer-to-peer risk sharing with an application to flood risk pooling | Annals of Operations Research | Runhuan Feng Chongda Liu Stephen Taylor | 2023/2 |
The network structure of overnight index swap rates | Finance Research Letters | Ming Fang Stephen Taylor Ajim Uddin | 2022/5/1 |
On the utility maximization of the discrepancy between a perceived and market implied risk neutral distribution | European Journal of Operational Research | Robert Navratil Stephen Taylor Jan Vecer | 2022/11/1 |
Pricing discretely monitored barrier options under markov processes through markov chain approximation | Journal of Derivatives | Zhenyu Cui Stephen Taylor | 2021/4/1 |
On equity market inefficiency during the COVID-19 pandemic | International Review of Financial Analysis | Robert Navratil Stephen Taylor Jan Vecer | 2021/10/1 |
A machine learning based asset pricing factor model comparison on anomaly portfolios | Economics Letters | Ming Fang Stephen Taylor | 2021/7/1 |
A Novel Sampling Method based on Orthogonal Polynomial Expansions and Applications | Available at SSRN 3862760 | Zhenyu Cui Justin Kirkby Duy Nguyen Stephen Michael Taylor | 2021/6/8 |
Graph theoretical representations of equity indices and their centrality measures | Quantitative Finance | Luca F. Di Cerbo Stephen Taylor | 2020/11/6 |
Sector categorization using gradient boosted trees trained on fundamental firm data | Algorithmic Finance | Ming Fang Lilian Kuo Frank Shih Stephen Taylor | 2020/1/1 |
Predicting employee attrition using tree-based models | International Journal of Organizational Analysis | Nesreen El-Rayes Ming Fang Michael Smith Stephen M Taylor | 2020/10/19 |
A Closed-Form Model-Free Implied Volatility Formula through Delta Families | Journal of Derivatives, forthcoming | Zhenyu Cui Justin Kirkby Duy Nguyen Stephen Michael Taylor | 2020/7/23 |
Arbitrage detection using max plus product iteration on foreign exchange rate graphs | Finance Research Letters | Zhenyu Cui Stephen Taylor | 2020/7/1 |
An Explicative and Predictive Study of Employee Attrition Using Tree-based Models | Stephen Taylor Nesreen El-Rayes Michael Smith | 2020/1/7 | |
Detecting and identifying arbitrage in the spot foreign exchange market | Quantitative Finance | Zhenyu Cui Wenhan Qian Stephen Taylor Lingjiong Zhu | 2020/1/2 |
Co-Authors
