Concepedia

Dieter Hendricks

DH

Statistics

Publications

4

Citations

146

H-Index

4

Active since

1970

Affiliations

University of the Witwatersrand(Current)

Dieter Hendricks is an author at University of the Witwatersrand specializing in finance, business, and engineering.

Top concepts

FinanceBusinessEngineeringData ScienceAlgorithmic TradingFinancial EconomicsPredictive AnalyticsFinancial EngineeringTradeHealth

Publications per year

1970–2016

4

Publications

4

A reinforcement learning extension to the Almgren-Chriss framework for optimal trade execution

Dieter Hendricks, Diane Wilcox · 2014 · 73 citations · Full text

Mathematical Programming, Engineering, Trade +21

EFFECTS ON SERUM-LIPIDS IN NORMAL MEN OF REDUCING DIETARY SUCROSE OR STARCH FOR FIVE MONTHS

Jim Mann, A S Truswell, Dieter Hendricks et al. · The Lancet · 1970 · 44 citations

Lipid Analysis, Nutrition, Lipid Nutrition +7

Detecting intraday financial market states using temporal clustering

Dieter Hendricks, Tim Gebbie, Diane Wilcox · Quantitative Finance · 2016 · 18 citations · Full text

Engineering, Machine Learning, High-speed Maximum Likelihood +20

Deviations in expected price impact for small transaction volumes under fee restructuring

Michael Harvey, Dieter Hendricks, Tim Gebbie et al. · Physica A Statistical Mechanics and its Applications · 2016 · 11 citations · Full text

Market Microstructure, Small Transaction Volumes, Financial Economics +9

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