Matt Davison

Identifiers

• name variant Matt Davison 0.60 · backfill

Papers (8)

1. Hedging Options on Asset Portfolios against Just One Underlying Asset in the Presence of Transaction Costs q-fin.MF · 2025 · author #2
2. Machine Learning for Yield Curve Feature Extraction: Application to Illiquid Corporate Bonds q-fin.ST · 2018 · author #4
3. Machine Learning for Yield Curve Feature Extraction: Application to Illiquid Corporate Bonds (Preliminary Draft) q-fin.MF · 2018 · author #3
4. Estimation of multiple change points under a generalised Ornstein-Uhlenbeck framework stat.ME · 2016 · author #3
5. Utility Function and Optimum Consumption in the models with Habit Formation and Catching up with the Joneses q-fin.GN · 2009 · author #2
6. Portfolio Optimization under Habit Formation q-fin.PM · 2008 · author #2
7. Choquet expectation and Peng's g-expectation math.PR · 2005 · author #3
8. Response to Comments on "Simple Measure for Complexity" nlin.AO · 2000 · author #2

Mentions

• 2509.07718 #2 · arxiv_oai · confidence 0.70 Matt Davison
• 0909.3655 #2 · backfill · confidence 0.70 Matt Davison
• 0810.0678 #2 · backfill · confidence 0.70 Matt Davison

Frequent Coauthors

• Ali Fathi 2 shared papers
• Greg Kirczenow 2 shared papers
• Roman Naryshkin 2 shared papers
• Erina Nanyonga 1 shared papers
• Fuqi Chen 1 shared papers
• JS Shiner 1 shared papers
• Masoud Hashemi 1 shared papers
• PT Landsberg 1 shared papers
• Rogemar Mamon 1 shared papers
• Tao Chen 1 shared papers
• Zengjing Chen 1 shared papers