Concepedia
Statistics
Publications
10
Citations
338
H-Index
Active since
2001
Affiliations
University of Cape Town(Current)
University of the Witwatersrand
Universidad de Oviedo
Africagrowth Institute (South Africa)
Diane Wilcox is an author at University of Cape Town specializing in finance, business, and economics.
Top concepts
FinanceBusinessEconomicsEngineeringFunctional AnalysisStatisticsData ScienceEconometricsAsset PricingSpectral Theory
Publications per year
2001–2016
An analysis of cross-correlations in an emerging market
Diane Wilcox, Tim Gebbie · Physica A Statistical Mechanics and its Applications · 2006 · 81 citations · Full text
Emerging Market, Economics, International Finance +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
On the analysis of cross-correlations in South African market data
Diane Wilcox, Tim Gebbie · Physica A Statistical Mechanics and its Applications · 2004 · 56 citations
Economics, Market Trend, Financial Time Series Analysis +6
Multivalued Fredholm Type Operators with Abstract Generalised Inverses
Teresa Álvarez, R. W. Cross, Diane Wilcox · Journal of Mathematical Analysis and Applications · 2001 · 33 citations
Fredholm Type Operators, Linear Operator, Riemann-hilbert Problem +2
A Comparison of Generalized Hyperbolic Distribution Models for Equity Returns
Virginie Konlack Socgnia, Diane Wilcox · Journal of Applied Mathematics · 2014 · 24 citations · Full text
Empirical Finance, Volatility Modeling, Equity Returns +22
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