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Paul Bilokon

Imperial College London (from arXiv:2309.11400, 2023) · ORCID · OpenAlex

8 papers in scope · 6 published · 2 on the econ.EM arXiv · 37 citations · h-index 2 (over the papers listed here)

Papers

(2 of 8)

Efficient simulation of fractional Brownian motion
published2026 · Journal of Applied Probability
with Yat Wong
Journal of Applied Probability
Optimal Allocation with Continuous Sharpe Ratio Covariance Bandits
published2025 · The Journal of Financial Data Science
with Valeria Varlashova
The Journal of Financial Data Science
Optimizing Transformer Neural Network for Real-Time Outlier Detection on FPGAs
published2025 · The Journal of FinTech · first circulated 2024
with Ilia Sobakinskikh
The Journal of FinTech
From Deep Learning to Deep Econometrics
published2024 · The Journal of Financial Data Science · 1 citations
with Robert Stok, Joseph Simonian
The Journal of Financial Data Science
Deep Learning with Reinforcement Learning on Order Books
published2024 · The Journal of Financial Data Science · 4 citations · first circulated 2023
with Koti S. Jaddu
The Journal of Financial Data Science
Transformers versus LSTMs for electronic trading
working paper2023 · arXiv · 31 citations
with Yitao Qiu
Paper profile arXiv arXiv:2309.11400
From Deep Filtering to Deep Econometrics
working paper2023 · arXiv · 1 citations
with Robert Stok
Paper profile arXiv arXiv:2311.06256
A Tour of C++, Third Edition
published2023 · Quantitative Finance
Quantitative Finance

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.