Stefan Zohren

J. Mach. Learn. Res., 2022

Understanding stock market instability via graph auto-encoders.

[BibT_eX]

[DOI]

Dragos Gorduza

Xiaowen Dong

CoRR, 2022

DeepVol: Volatility Forecasting from High-Frequency Data with Dilated Causal Convolutions.

[BibT_eX]

[DOI]

Fernando Moreno-Pino

CoRR, 2022

Transfer Ranking in Finance: Applications to Cross-Sectional Momentum with Data Scarcity.

[BibT_eX]

[DOI]

Daniel Poh

CoRR, 2022

Maximum Entropy Approach to Massive Graph Spectrum Learning with Applications.

[BibT_eX]

[DOI]

Algorithms, 2022

Linnet: limit order books within switches.

[BibT_eX]

[DOI]

Proceedings of the SIGCOMM '22 Poster and Demo Sessions, 2022

Forecasting COVID-19 Caseloads Using Unsupervised Embedding Clusters of Social Media Posts.

[BibT_eX]

[DOI]

Felix Drinkall

Janet B. Pierrehumbert

Proceedings of the 2022 Conference of the North American Chapter of the Association for Computational Linguistics: Human Language Technologies, 2022

Same State, Different Task: Continual Reinforcement Learning without Interference.

[BibT_eX]

[DOI]

Proceedings of the Thirty-Sixth AAAI Conference on Artificial Intelligence, 2022

2021

Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture.

[BibT_eX]

[DOI]

CoRR, 2021

Realised Volatility Forecasting: Machine Learning via Financial Word Embedding.

[BibT_eX]

[DOI]

Eghbal Rahimikia

Ser-Huang Poon

CoRR, 2021

Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection.

[BibT_eX]

[DOI]

Kieran Wood

CoRR, 2021

Multi-Horizon Forecasting for Limit Order Books: Novel Deep Learning Approaches and Hardware Acceleration using Intelligent Processing Units.

[BibT_eX]

[DOI]

CoRR, 2021

Enhancing Cross-Sectional Currency Strategies by Ranking Refinement with Transformer-based Architectures.

[BibT_eX]

[DOI]

CoRR, 2021

Deep Learning for Market by Order Data.

[BibT_eX]

[DOI]

CoRR, 2021

Hierarchical Indian buffet neural networks for Bayesian continual learning.

[BibT_eX]

[DOI]

Proceedings of the Thirty-Seventh Conference on Uncertainty in Artificial Intelligence, 2021

Fast Agent-Based Simulation Framework with Applications to Reinforcement Learning and the Study of Trading Latency Effects.

[BibT_eX]

[DOI]

Peter Belcak

Jan-Peter Calliess

Proceedings of the Multi-Agent-Based Simulation XXII - 22nd International Workshop, 2021

2020

Quantum Codes From Classical Graphical Models.

[BibT_eX]

[DOI]

IEEE Trans. Inf. Theory, 2020

Building Cross-Sectional Systematic Strategies By Learning to Rank.

[BibT_eX]

[DOI]

CoRR, 2020

Large Non-Stationary Noisy Covariance Matrices: A Cross-Validation Approach.

[BibT_eX]

[DOI]

Vincent W. C. Tan

CoRR, 2020

Sentiment Diffusion in Financial News Networks and Associated Market Movements.

[BibT_eX]

[DOI]

CoRR, 2020

Fast Agent-Based Simulation Framework of Limit Order Books with Applications to Pro-Rata Markets and the Study of Latency Effects.

[BibT_eX]

[DOI]

Peter Belcak

Jan-Peter Calliess

CoRR, 2020

Deep Learning for Portfolio Optimisation.

[BibT_eX]

[DOI]

CoRR, 2020

Time Series Forecasting With Deep Learning: A Survey.

[BibT_eX]

[DOI]

CoRR, 2020

Detecting Changes in Asset Co-Movement Using the Autoencoder Reconstruction Ratio.

[BibT_eX]

[DOI]

CoRR, 2020

Recurrent Neural Filters: Learning Independent Bayesian Filtering Steps for Time Series Prediction.

[BibT_eX]

[DOI]

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

2019

DeepLOB: Deep Convolutional Neural Networks for Limit Order Books.

[BibT_eX]

[DOI]

IEEE Trans. Signal Process., 2019

MEMe: An Accurate Maximum Entropy Method for Efficient Approximations in Large-Scale Machine Learning.

[BibT_eX]

[DOI]

Entropy, 2019

A Maximum Entropy approach to Massive Graph Spectra.

[BibT_eX]

[DOI]

CoRR, 2019

Indian Buffet Neural Networks for Continual Learning.

[BibT_eX]

[DOI]

CoRR, 2019

Deep Reinforcement Learning for Trading.

[BibT_eX]

[DOI]

CoRR, 2019

Population-based Global Optimisation Methods for Learning Long-term Dependencies with RNNs.

[BibT_eX]

[DOI]

CoRR, 2019

Enhancing Time Series Momentum Strategies Using Deep Neural Networks.

[BibT_eX]

[DOI]

CoRR, 2019

2018

Practical Bayesian Learning of Neural Networks via Adaptive Subgradient Methods.

[BibT_eX]

[DOI]

Arnold Salas

CoRR, 2018

Entropic Spectral Learning in Large Scale Networks.

[BibT_eX]

[DOI]

CoRR, 2018

Gradient descent in Gaussian random fields as a toy model for high-dimensional optimisation in deep learning.

[BibT_eX]

[DOI]

Mariano Chouza