Gordon Ritter

Adjunct Professor, Courant Institute of Mathematical Sciences and Tandon School of Engineering, NYU
Lecturer, School of Professional Studies, Columbia University
Adjunct Professor, Dept of Mathematics, Baruch College
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curriculum vitae
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Refereed Journal Articles

  1. Kolm, Petter N and Ritter, Gordon and Simonian, Joseph. (2021). Black--Litterman and Beyond: The Bayesian Paradigm in Investment Management. The Journal of Portfolio Management, 47 (5), 91--113.
  2. Kolm, Petter N and Ritter, Gordon. (2020). Modern perspectives on reinforcement learning in finance. The Journal of Machine Learning in Finance, 1 (1), .
  3. Du, Jiayi and Jin, Muyang and Kolm, Petter N and Ritter, Gordon and Wang, Yixuan and Zhang, Bofei. (2020). Deep Reinforcement Learning for Option Replication and Hedging. The Journal of Financial Data Science, (), .
  4. Kolm, Petter N and Ritter, Gordon. (2019). Dynamic replication and hedging: A reinforcement learning approach. The Journal of Financial Data Science, 1 (1), 159--171.
  5. Ritter, Gordon. (2017). Machine Learning for Trading. Risk, 30 (10), 84--89.
  6. Kolm, Petter and Ritter, Gordon. (2017). On the Bayesian interpretation of Black--Litterman. European Journal of Operational Research, 258 (2), 564--572.
  7. Ritter, Gordon. (2016). Stable linear-time optimization in arbitrage pricing theory models. Risk, 29 (9), 82--85.
  8. Kolm, Petter N and Ritter, Gordon. (2015). Multiperiod portfolio selection and bayesian dynamic models. Risk, 28 (3), 50--54.
  9. Jaffe, Arthur and Ritter, Gordon. (2008). Reflection positivity and monotonicity. Journal of Mathematical Physics, 49 (5), 052301.
  10. Carbone, Lisa and Ershov, Mikhail and Ritter, Gordon. (2008). Abstract simplicity of complete Kac--Moody groups over finite fields. Journal of Pure and Applied Algebra, 212 (10), 2147--2162.
  11. Jaffe, Arthur and Ritter, Gordon. (2007). Quantum field theory on curved backgrounds. I. The Euclidean functional integral. Communications in Mathematical Physics, 270 (2), 545--572.
  12. Ritter, William Gordon. (2005). Quantum channels and representation theory. Journal of mathematical physics, 46 (8), 082103.
  13. Ritter, William Gordon. (2004). Vacuum geometry of the N= 2 Wess-Zumino model. Communications in mathematical physics, 251 (1), 133--156.

Invited Talks

  1. The Eastern Conference on Mathematical Finance, November 3-5, 2017, Columbia and NYU
  2. Risk USA, September 2017, New York.
  3. Quant Summit, July 2016, New York, NY. Leader of day-long workshop in portfolio optimization.
  4. Princeton Quantitative Trading Conference, April 2016, Princeton, NJ
  5. RiskHedge USA, July 8, 2015, New York.
  6. Risk Quant Congress USA, July 14--15, 2015, New York.
  7. Global Derivatives, Trading \& Risk Management 2015, 18th May 2015, Amsterdam.
  8. Global Derivatives USA 2014, November 17--21, Chicago.
  9. Quant Congress USA, July 2013.
  10. 5th Annual Modeling High Frequency Data in Finance Conference, October 24--26, 2013.
  11. Mathematical Finance and Partial Differential Equations, November 1, 2013, Rutgers University