Matthew Francis Dixon

Illinois Institute of Technology - Stuart School of Business, IIT

Assistant Professor of Finance

10 West 35th Street, 18th Floor

Chicago, IL 60616

United States

SCHOLARLY PAPERS

2

DOWNLOADS

792

SSRN CITATIONS

4

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.

'Quantum Equilibrium-Disequilibrium': Asset Price Dynamics, Symmetry Breaking, and Defaults as Dissipative Instantons

Number of pages: 51 Posted: 15 Aug 2018 Last Revised: 29 May 2019
Igor Halperin and Matthew Francis Dixon
Fidelity Investments, Inc. and Illinois Institute of Technology - Stuart School of Business, IIT
Downloads 577 (58,208)
Citation 2

Abstract:

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Geometric Brownian Motion, Financial Markets, Non-Equilibrium, Physics, Phase Transitions, Supersymmetry

2.

Sequence Classification of the Limit Order Book Using Recurrent Neural Networks

Number of pages: 20 Posted: 23 Jul 2017
Matthew Francis Dixon
Illinois Institute of Technology - Stuart School of Business, IIT
Downloads 215 (174,401)
Citation 5

Abstract:

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Recurrent Neural Networks, Limit Order Book, Futures Markets