Concepedia

M. A. H. Dempster

MA

60

Publications

4.1K

Citations

34

H-Index

1966

Active since

Affiliations

University of Cambridge(Current)

Cambridge School

Dalhousie University

University of Essex

M. A. H. Dempster is an author at University of Cambridge specializing in business, finance, and engineering.

Top concepts

BusinessFinanceEngineeringEconomicsAsset PricingMathematical ProgrammingComputer ScienceEconomic AnalysisOperations ResearchFinancial Engineering

Publications per year

1966–2015

60

Publications

60

A Theory of the Budgetary Process

Otto A. Davis, M. A. H. Dempster, Aaron Wíldavsky · American Political Science Review · 1966 · 516 citations

Economics, Public Policy, Public Finance +10

Mathematics of Derivative Securities

Peter Bloomfield, M. A. H. Dempster, Stanley R. Pliska · Journal of the American Statistical Association · 1998 · 340 citations

Option Pricing, Asset Pricing, Derivative Pricing +8

A real-time adaptive trading system using genetic programming

M. A. H. Dempster, Charles M. Jones · Quantitative Finance · 2001 · 197 citations

Dynamic stochastic programmingfor asset-liability management

Giorgio Consigli, M. A. H. Dempster · Annals of Operations Research · 1998 · 184 citations

An automated FX trading system using adaptive reinforcement learning

M. A. H. Dempster, Vasco Leemans · Expert Systems with Applications · 2005 · 178 citations

Adaptive Reinforcement Learning, Algorithmic Trading, Business +4

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