Denise Gorse

According to our database, Denise Gorse authored at least 39 papers between 1991 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2023

Multi-Period Portfolio Optimisation Using a Regime-Switching Predictive Framework.

Piotr Pomorski, Denise Gorse

CoRR, 2023

Improving Portfolio Performance Using a Novel Method for Predicting Financial Regimes.

Piotr Pomorski, Denise Gorse

Proceedings of the Machine Learning, Optimization, and Data Science, 2023

2022

Improving on the Markov-Switching Regression Model by the Use of an Adaptive Moving Average.

Piotr Pomorski, Denise Gorse

CoRR, 2022

Deep vs. Shallow Learning: A Benchmark Study in Low Magnitude Earthquake Detection.

Akshat Goel, Denise Gorse

CoRR, 2022

Axial-LOB: High-Frequency Trading with Axial Attention.

Damian Kisiel, Denise Gorse

Proceedings of the IEEE Symposium Series on Computational Intelligence, 2022

A Novel Multi-Objective Velocity-Free Boolean Particle Swarm Optimization.

Wei Quan, Denise Gorse

Proceedings of the IEEE International Conference on Systems, Man, and Cybernetics, 2022

ASTra: A Novel Algorithm-Level Approach to Imbalanced Classification.

David Twomey, Denise Gorse

Proceedings of the Artificial Neural Networks and Machine Learning - ICANN 2022, 2022

Portfolio Transformer for Attention-Based Asset Allocation.

Damian Kisiel, Denise Gorse

Proceedings of the Artificial Intelligence and Soft Computing, 2022

2021

Intra-Day Price Simulation with Generative Adversarial Modelling of the Order Flow.

Ye-Sheen Lim, Denise Gorse

Proceedings of the 20th IEEE International Conference on Machine Learning and Applications, 2021

A Meta-Method for Portfolio Management Using Machine Learning for Adaptive Strategy Selection.

Damian Kisiel, Denise Gorse

Proceedings of the CIIS 2021: The 4th International Conference on Computational Intelligence and Intelligent Systems, Tokyo, Japan, November 20, 2021

2020

Deep Probabilistic Modelling of Price Movements for High-Frequency Trading.

Ye-Sheen Lim, Denise Gorse

Proceedings of the 2020 International Joint Conference on Neural Networks, 2020

Deep Recurrent Modelling of Stationary Bitcoin Price Formation Using the Order Flow.

Ye-Sheen Lim, Denise Gorse

Proceedings of the Artificial Intelligence and Soft Computing, 2020

2018

Mutual-Excitation of Cryptocurrency Market Returns and Social Media Topics.

Ross C. Phillips, Denise Gorse

CoRR, 2018

A neural network cost function for highly class-imbalanced data sets.

David Twomey, Denise Gorse

Proceedings of the 26th European Symposium on Artificial Neural Networks, 2018

Reinforcement Learning for High-Frequency Market Making.

Ye-Sheen Lim, Denise Gorse

Proceedings of the 26th European Symposium on Artificial Neural Networks, 2018

2017

Predicting cryptocurrency price bubbles using social media data and epidemic modelling.

Ross C. Phillips, Denise Gorse

Proceedings of the 2017 IEEE Symposium Series on Computational Intelligence, 2017

Deep Candlestick Mining.

Andrew D. Mann, Denise Gorse

Proceedings of the Neural Information Processing - 24th International Conference, 2017

A New Methodology to Exploit Predictive Power in (Open, High, Low, Close) Data.

Andrew D. Mann, Denise Gorse

Proceedings of the Artificial Neural Networks and Machine Learning - ICANN 2017, 2017

Pseudo-analytical solutions for stochastic options pricing using Monte Carlo simulation and Breeding PSO-trained neural networks.

Sam Palmer, Denise Gorse

Proceedings of the 25th European Symposium on Artificial Neural Networks, 2017

2015

Investing in emerging markets using neural networks and particle swarm optimisation.

Pascal Khoury, Denise Gorse

Proceedings of the 2015 International Joint Conference on Neural Networks, 2015

Trading Optimally Diversified Portfolios in Emerging Markets with Neuro-Particle Swarm Optimisation.

Pascal Khoury, Denise Gorse

Proceedings of the Neural Information Processing - 22nd International Conference, 2015

Neural Networks and Particle Swarm Optimization for Function Approximation in Tri-SWACH Hull Design.

Sam Palmer, Denise Gorse, Ema Muk-Pavic

Proceedings of the Workshop Proceedings of the 16th International Conference on Engineering Applications of Neural Networks, 2015

2013

A Novel Application of Particle Swarm Optimisation to Optimal Trade Execution.

Marzieh Saeidi, Denise Gorse

Proceedings of the Neural Information Processing - 20th International Conference, 2013

Investigation of the Predictability of Steel Manufacturer Stock Price Movements Using Particle Swarm Optimisation.

Pascal Khoury, Denise Gorse

Proceedings of the Neural Information Processing - 20th International Conference, 2013

Binary particle swarm optimisation with improved scaling behaviour.

Denise Gorse

Proceedings of the 21st European Symposium on Artificial Neural Networks, 2013

2012

Extracting Key Gene Regulatory Dynamics for the Direct Control of Mechanical Systems.

Jean Krohn, Denise Gorse

Proceedings of the Parallel Problem Solving from Nature - PPSN XII, 2012

Identification of Factors Characterising Volatility and Firm-Specific Risk Using Ensemble Classifiers.

Pascal Khoury, Denise Gorse

Proceedings of the Neural Information Processing - 19th International Conference, 2012

Construction of Emerging Markets Exchange Traded Funds Using Multiobjective Particle Swarm Optimisation.

Marta Díez-Fernández, Sergio Alvarez Teleña, Denise Gorse

Proceedings of the Artificial Neural Networks and Machine Learning - ICANN 2012, 2012

2011

Application of stochastic recurrent reinforcement learning to index trading.

Denise Gorse

Proceedings of the 19th European Symposium on Artificial Neural Networks, 2011

2010

Fractal Gene Regulatory Networks for Control of Nonlinear Systems.

Jean Krohn, Denise Gorse

Proceedings of the Parallel Problem Solving from Nature, 2010

2001

Speaker identification for security systems using reinforcement-trained pRAM neural network architectures.

Trevor G. Clarkson, Chris Christodoulou, Yelin Guan, Denise Gorse, David A. Romano-Critchley, John G. Taylor

IEEE Trans. Syst. Man Cybern. Syst., 2001

1997

The New ERA in Supervised Learning.

Denise Gorse, Adrian J. Shepherd, John G. Taylor

Neural Networks, 1997

A pulse-based reinforcement algorithm for learning continuous functions.

Denise Gorse, David A. Romano-Critchley, John G. Taylor

Neurocomputing, 1997

1995

Response to letter by K. Gurney.

Trevor G. Clarkson, John G. Taylor, Denise Gorse

Neural Networks, 1995

1994

Noisy reinforcement training for pRAM nets.

Yelin Guan, Trevor G. Clarkson, John G. Taylor, Denise Gorse

Neural Networks, 1994

1993

Generalization in probabilistic RAM nets.

Trevor G. Clarkson, Yelin Guan, John G. Taylor, Denise Gorse

IEEE Trans. Neural Networks, 1993

Traking global minima using a range expansion algorithm.

Denise Gorse, Adrian J. Shepherd, John G. Taylor

Proceedings of the 1st European Symposium on Artificial Neural Networks, 1993

1992

Learning Probabilistic RAM Nets Using VLSI Structures.

Trevor G. Clarkson, Denise Gorse, John G. Taylor, C. K. Ng

IEEE Trans. Computers, 1992

1991

A continuous input RAM-based stochastic neural model.

Denise Gorse, John G. Taylor

Neural Networks, 1991