https://oxford-man.ox.ac.uk/publications/ 2022-11-23T17:10:18+00:00 https://oxford-man.ox.ac.uk/publications/entropic-graph-spectrum/ 2020-03-09T11:44:27+00:00 https://oxford-man.ox.ac.uk/publications/adversarial-robustness-guarantees-for-classification-with-gaussian-processes/ 2020-03-09T11:53:39+00:00 https://oxford-man.ox.ac.uk/publications/optimal-pricing-in-black-box-producer-consumer-stackelberg-games-using-revealed-preference-feedback/ 2020-03-17T13:51:55+00:00 https://oxford-man.ox.ac.uk/publications/quantum-algorithms-for-training-gaussian-processes/ 2020-03-17T13:56:40+00:00 https://oxford-man.ox.ac.uk/publications/disentangling-to-cluster-gaussian-mixture-variational-ladder-auto-encoders/ 2020-03-17T14:10:29+00:00 https://oxford-man.ox.ac.uk/publications/european-option-pricing-with-stochastic-volatility-models-under-parameter-uncertainty/ 2020-03-17T14:19:45+00:00 https://oxford-man.ox.ac.uk/publications/a-general-framework-for-fair-regression/ 2020-03-17T14:53:26+00:00 https://oxford-man.ox.ac.uk/publications/a-bayesian-optimization-approach-to-compute-the-nash-equilibria-of-potential-games-using-bandit-feedback/ 2020-03-17T16:33:37+00:00 https://oxford-man.ox.ac.uk/publications/indian-buffet-neural-network-for-continual-learning/ 2020-03-17T17:42:49+00:00 https://oxford-man.ox.ac.uk/publications/enhancing-time-series-momentum-strategies-using-deep-neural-networks/ 2020-03-18T16:36:53+00:00 https://oxford-man.ox.ac.uk/publications/an-accurate-maximum-entropy-method-for-efficient-approximations-in-large-scale-machine-learning/ 2020-03-23T15:03:03+00:00 https://oxford-man.ox.ac.uk/publications/closing-the-k-fac-generalisation-gap-using-stochastic-weight-averaging/ 2020-03-23T15:19:12+00:00 https://oxford-man.ox.ac.uk/publications/how-does-mini-batching-affect-curvature-information-for-second-order-deep-learning-optimization/ 2020-03-23T15:25:43+00:00 https://oxford-man.ox.ac.uk/publications/semi-separable-hamiltonian-monte-carlo-for-inference-in-bayesian-neural-networks/ 2020-03-23T15:32:58+00:00 https://oxford-man.ox.ac.uk/publications/bayes-opt-adversarial-attack/ 2020-03-23T15:55:11+00:00 https://oxford-man.ox.ac.uk/publications/scalable-bounding-of-predictive-uncertainty-in-regression-problems-with-slac/ 2020-03-23T16:03:54+00:00 https://oxford-man.ox.ac.uk/publications/localised-kinky-inference/ 2020-03-23T16:07:06+00:00 https://oxford-man.ox.ac.uk/publications/recurrent-neural-filters-learning-independent-bayesian-filtering-steps-for-time-series-prediction/ 2020-03-23T17:06:37+00:00 https://oxford-man.ox.ac.uk/publications/semi-supervised-learning-with-deep-generative-models/ 2020-03-23T17:13:46+00:00 https://oxford-man.ox.ac.uk/publications/deeplob-deep-convolutional-neural-networks-for-limit-order-books/ 2020-03-23T17:24:03+00:00 https://oxford-man.ox.ac.uk/publications/safe-policy-search-using-gaussian-process-models/ 2020-03-23T17:33:46+00:00 https://oxford-man.ox.ac.uk/publications/bccnet-bayesian-classifier-combination-neural-network/ 2020-03-24T11:18:07+00:00 https://oxford-man.ox.ac.uk/publications/mordred-memory-based-ordinal-regression-deep-neural-networks-for-time-series-forecasting/ 2020-03-24T11:26:36+00:00 https://oxford-man.ox.ac.uk/publications/practical-bayesian-learning-of-neural-networks-via-adaptive-subgradient-methods/ 2020-03-24T11:58:23+00:00 https://oxford-man.ox.ac.uk/publications/bayesian-nonparametrics-and-feedback-linearisation-of-discretised-conrol-affine-systems/ 2020-03-24T13:18:57+00:00 https://oxford-man.ox.ac.uk/publications/sequential-sampling-of-gaussian-latent-variable-models/ 2020-03-24T13:26:54+00:00 https://oxford-man.ox.ac.uk/publications/bioacoustic-detection-with-wavelet-conditioned-convolutional-neural-networks/ 2020-03-24T13:45:37+00:00 https://oxford-man.ox.ac.uk/publications/improved-stochastic-trace-estimation-using-mutually-unbiased-bases/ 2020-03-24T13:49:25+00:00 https://oxford-man.ox.ac.uk/publications/optimization-fast-and-slow-optimally-switching-between-local-and-bayesian-optimization/ 2020-03-24T13:57:40+00:00 https://oxford-man.ox.ac.uk/publications/thresholded-convnet-ensembles-neural-networks-for-technical-forecasting/ 2020-03-24T14:27:44+00:00 https://oxford-man.ox.ac.uk/publications/loss-calibrated-approximate-inference-in-bayesian-neural-networks/ 2020-03-24T14:43:41+00:00 https://oxford-man.ox.ac.uk/publications/entropic-spectral-learning-in-large-scale-networks/ 2020-03-24T15:24:16+00:00 https://oxford-man.ox.ac.uk/publications/identifying-sources-and-sinks-in-the-presence-of-multiple-agents-with-gaussian-process-vector-calculus/ 2020-03-24T15:49:16+00:00 https://oxford-man.ox.ac.uk/publications/provenance-network-analytics-an-approach-to-data-analytics-using-data-provenance/ 2020-03-24T16:05:18+00:00 https://oxford-man.ox.ac.uk/publications/learning-against-non-stationary-agents-with-opponent-modelling-and-deep-reinforcement-learning/ 2020-03-24T16:10:46+00:00 https://oxford-man.ox.ac.uk/publications/inferring-agent-objectives-at-different-scales-of-a-complex-adaptive-system/ 2020-03-24T16:45:27+00:00 https://oxford-man.ox.ac.uk/publications/midgap-mixture-density-gaussian-processes/ 2020-03-24T16:51:28+00:00 https://oxford-man.ox.ac.uk/publications/deploying-novel-exploration-techniques-nets-for-malaria-policy-interventions/ 2020-03-24T16:57:26+00:00 https://oxford-man.ox.ac.uk/publications/bayesian-optimization-of-personalised-models-for-patient-vital-sign-monitoring/ 2020-03-24T17:03:09+00:00 https://oxford-man.ox.ac.uk/publications/reading-tea-leaves-a-neural-network-perspective-on-technical-trading/ 2020-03-24T17:24:57+00:00 https://oxford-man.ox.ac.uk/publications/portfolio-optimization-in-the-context-of-cointelated-pairs-stochastic-differential-equation-vs-machine-learning-approach/ 2020-03-24T17:42:46+00:00 https://oxford-man.ox.ac.uk/publications/deciphering-price-formation-in-the-high-frequency-domain-systems-evolutionary-dynamics-as-keys-for-construction-of-the-high-frequency-trading-ecosystem/ 2020-03-24T17:51:44+00:00 https://oxford-man.ox.ac.uk/publications/convergence-of-heston-to-svi-proposed-extensions-rational-conjecture-for-the-convergence-of-extended-heston-to-the-implied-volatility-surface-parametrization/ 2020-03-24T18:04:49+00:00 https://oxford-man.ox.ac.uk/publications/cost-sensitive-detection-with-variational-autoencoders-for-environmental-acoustic-sensing/ 2020-03-25T13:57:58+00:00 https://oxford-man.ox.ac.uk/publications/improving-photometric-redshift-estimation-using-gpz-size-information-post-processing-and-improved-photometry/ 2020-03-25T14:09:47+00:00 https://oxford-man.ox.ac.uk/publications/entropic-determinants/ 2020-03-25T14:23:03+00:00 https://oxford-man.ox.ac.uk/publications/robust-open-source-removal-of-systematics-in-kepler-data/ 2020-03-25T14:41:17+00:00 https://oxford-man.ox.ac.uk/publications/bayesian-heatmaps-probabilistic-classification-with-multiple-unreliable-information-sources/ 2020-03-25T14:48:59+00:00 https://oxford-man.ox.ac.uk/publications/optimal-client-recommendation-for-market-makers-in-illiquid-financial-products/ 2020-03-25T14:59:48+00:00 https://oxford-man.ox.ac.uk/publications/entropic-trace-estimates-for-log-determinants/ 2020-03-25T15:30:20+00:00 https://oxford-man.ox.ac.uk/publications/an-information-and-field-theoretic-approach-to-the-gran-canonical-ensemble/ 2020-03-25T15:33:13+00:00 https://oxford-man.ox.ac.uk/publications/bayesian-inference-of-log-determinants/ 2020-03-25T15:46:06+00:00 https://oxford-man.ox.ac.uk/publications/a-novel-approach-to-forecasting-financial-volatility-with-gaussian-process-envelopes/ 2020-03-25T15:48:44+00:00 https://oxford-man.ox.ac.uk/publications/practical-bayesian-optimization-for-variable-cost-objectives/ 2020-03-25T15:54:54+00:00 https://oxford-man.ox.ac.uk/publications/distribution-of-gaussian-process-arc-lengths/ 2020-03-25T16:33:39+00:00 https://oxford-man.ox.ac.uk/publications/bayesian-optimisation-of-gaussian-processes-for-identifying-the-deteriorating-patient/ 2020-03-25T16:43:30+00:00 https://oxford-man.ox.ac.uk/publications/identifying-sources-of-discrimination-risk-in-the-life-cycle-of-machine-intelligence-applications-under-new-european-union-regulations/ 2020-03-25T16:50:52+00:00 https://oxford-man.ox.ac.uk/publications/a-framework-for-assessing-the-performance-of-pulsar-search-pipelines/ 2020-03-25T17:01:43+00:00 https://oxford-man.ox.ac.uk/publications/a-disaster-response-system-based-on-human-agent-collectives/ 2020-03-25T17:07:01+00:00 https://oxford-man.ox.ac.uk/publications/string-and-membrane-gaussian-processes/ 2020-03-25T17:10:19+00:00 https://oxford-man.ox.ac.uk/publications/gpz-non-stationary-sparse-gaussian-processes-for-heteroscedastic-uncertainty-estimation-in-photometric-redshift/ 2020-03-25T17:21:47+00:00 https://oxford-man.ox.ac.uk/publications/latent-point-process-allocation/ 2020-03-25T17:27:23+00:00 https://oxford-man.ox.ac.uk/publications/robust-data-based-model-predictive-control-for-nonlinear-constrained-systems/ 2020-03-25T17:36:20+00:00 https://oxford-man.ox.ac.uk/publications/online-optimisation-for-online-learning-and-control-from-no-regret-to-generalised-error-convergence/ 2020-03-25T17:41:39+00:00 https://oxford-man.ox.ac.uk/publications/distributed-optimization-for-energy-management-in-building-networks/ 2020-03-25T17:48:06+00:00 https://oxford-man.ox.ac.uk/publications/lipschitz-optimisation-for-lipschitz-interpolation/ 2020-03-25T17:53:37+00:00 https://oxford-man.ox.ac.uk/publications/learning-based-nonlinear-model-predictive-control/ 2020-03-26T10:09:11+00:00 https://oxford-man.ox.ac.uk/publications/no-regret-learning-and-a-mechanism-for-distributed-multiagent-planning/ 2020-03-26T10:14:48+00:00 https://oxford-man.ox.ac.uk/publications/learning-graphs-from-data-a-signal-representation-perspective/ 2020-03-26T10:26:09+00:00 https://oxford-man.ox.ac.uk/publications/behavioural-attributes-and-financial-churn-prediction/ 2020-03-26T10:32:09+00:00 https://oxford-man.ox.ac.uk/publications/methods-for-quantifying-effects-of-social-unrest-using-credit-card-transaction-data/ 2020-03-26T13:49:18+00:00 https://oxford-man.ox.ac.uk/publications/social-bridges-in-urban-purchase-behaviour-acm-transactions-on-intelligent-systems-and-technology/ 2020-03-26T13:56:16+00:00 https://oxford-man.ox.ac.uk/publications/purchase-patterns-socioeconomic-status-and-political-inclination/ 2020-03-26T14:10:21+00:00 https://oxford-man.ox.ac.uk/publications/learning-heat-diffusion-graphs/ 2020-03-26T14:13:32+00:00 https://oxford-man.ox.ac.uk/publications/the-rippling-effect-of-social-influence-in-phone-communication-network/ 2020-03-26T14:33:50+00:00 https://oxford-man.ox.ac.uk/publications/multi-modal-image-retrieval-with-random-walk-on-multi-layer-graphs/ 2020-03-26T14:55:17+00:00 https://oxford-man.ox.ac.uk/publications/learning-laplacian-matrix-in-smooth-graph-signal-representations/ 2020-03-26T15:03:53+00:00 https://oxford-man.ox.ac.uk/publications/system-for-identifying-monitoring-and-ranking-incidents-from-social-media/ 2020-03-26T15:10:25+00:00 https://oxford-man.ox.ac.uk/publications/prediction-of-tidal-currents-using-bayesian-machine-learning/ 2020-03-30T12:18:41+00:00 https://oxford-man.ox.ac.uk/publications/gaussian-process-regression-for-in-situ-capacity-estimation-of-lithium-ion-batteries/ 2020-03-30T12:26:28+00:00 https://oxford-man.ox.ac.uk/publications/the-future-of-employment-how-susceptible-are-jobs-to-computerisation/ 2020-03-30T15:04:28+00:00 https://oxford-man.ox.ac.uk/publications/adaptive-geometric-learning-for-optimization-and-sampling/ 2020-03-30T15:37:31+00:00 https://oxford-man.ox.ac.uk/publications/767/ 2020-03-30T16:11:34+00:00 https://oxford-man.ox.ac.uk/publications/fast-information-theoretic-bayesian-optimisation/ 2020-03-30T16:14:37+00:00 https://oxford-man.ox.ac.uk/publications/battery-capacity-estimation-from-partial-charging-data-using-gaussian-process-regression/ 2020-03-30T16:23:48+00:00 https://oxford-man.ox.ac.uk/publications/a-macine-learning-approach-to-the-prediction-of-tidal-currents/ 2020-03-30T16:30:47+00:00 https://oxford-man.ox.ac.uk/publications/preconditioning-kernel-matrices/ 2020-03-30T16:51:55+00:00 https://oxford-man.ox.ac.uk/publications/bayesian-optimization-for-probabilistic-programs/ 2020-03-30T17:24:54+00:00 https://oxford-man.ox.ac.uk/publications/glasses-relieving-the-myopia-of-bayesian-optimisation/ 2020-03-31T12:33:50+00:00 https://oxford-man.ox.ac.uk/publications/distributionally-robust-optimization-techniques-in-batch-bayesian-optimization/ 2020-03-31T12:57:55+00:00 https://oxford-man.ox.ac.uk/publications/bdlob-bayesian-deep-convolutional-neural-networks-for-limit-order-books/ 2020-03-31T13:37:20+00:00 https://oxford-man.ox.ac.uk/publications/modelling-analysts-recommendations-via-bayesian-machine-learning/ 2020-03-31T15:02:49+00:00 https://oxford-man.ox.ac.uk/publications/an-introduction-to-machine-learning/ 2020-03-31T15:10:06+00:00 https://oxford-man.ox.ac.uk/publications/measuring-productivity-dispersion-a-parametric-approach-using-the-levy-alpha-stable-distribution/ 2020-03-31T15:32:57+00:00 https://oxford-man.ox.ac.uk/publications/emergent-inequality-and-endogenous-dynamics-in-a-simple-behavioral-macroeconomic-model/ 2020-03-31T15:46:30+00:00 https://oxford-man.ox.ac.uk/publications/a-simulation-of-the-insurance-industry-the-problem-of-risk-model-homogeneity/ 2020-03-31T15:58:43+00:00 https://oxford-man.ox.ac.uk/publications/a-proposed-risk-modelling-shift-from-the-approach-of-stochastic-differential-equation-towards-machine-learning-clustering-illustration-with-the-concepts-of-anticipative-responsible-var/ 2020-04-02T12:06:28+00:00 https://oxford-man.ox.ac.uk/publications/scenario-free-analysis-of-financial-stability-with-interacting-contagion-channels/ 2020-04-06T09:56:39+00:00 https://oxford-man.ox.ac.uk/publications/a-machine-learning-approach-to-risk-minimisation-in-electricity-markets/ 2020-04-06T13:04:45+00:00 https://oxford-man.ox.ac.uk/publications/a-probabilistic-approach-to-nonparametric-local-volatility/ 2020-04-06T13:08:25+00:00 https://oxford-man.ox.ac.uk/publications/optimal-hedge-tracking-portfolios-in-a-limit-order-book/ 2020-04-06T13:19:49+00:00 https://oxford-man.ox.ac.uk/publications/hedging-local-volume-risk-using-forward-markets-nordic-case-energy-economics/ 2020-04-07T08:33:53+00:00 https://oxford-man.ox.ac.uk/publications/risk-minimisation-in-electricity-markets-fixed-price-unknown-consumption/ 2020-04-07T08:59:01+00:00 https://oxford-man.ox.ac.uk/publications/the-fundamental-theorem-of-derivatives-trading-exposition-extensions-and-experiments/ 2020-04-07T10:18:54+00:00 https://oxford-man.ox.ac.uk/publications/stochastic-volatility-for-utility-maximisers-a-martingale-approach/ 2020-04-07T11:06:01+00:00 https://oxford-man.ox.ac.uk/publications/volatility-is-log-normal-but-not-for-the-reason-you-think/ 2020-04-07T12:04:35+00:00 https://oxford-man.ox.ac.uk/publications/the-statistical-significance-of-multivariate-hawkes-processes-fitted-to-limit-order-book-data/ 2020-04-14T13:17:35+00:00 https://oxford-man.ox.ac.uk/publications/deviations-in-expected-price-impact-for-small-transaction-volumes-under-fee-restructuring/ 2020-04-14T15:41:00+00:00 https://oxford-man.ox.ac.uk/publications/using-real-time-cluster-configurations-of-streaming-asynchronous-features-as-online-state-decriptors-in-financial-markets/ 2020-04-14T15:52:05+00:00 https://oxford-man.ox.ac.uk/publications/detecting-intraday-financial-market-states-using-temporal-clustering/ 2020-04-14T16:17:16+00:00 https://oxford-man.ox.ac.uk/publications/high-speed-detection-of-emergent-market-clustering-via-an-unsupervised-parallel-genetic-algorithm/ 2020-04-14T16:27:55+00:00 https://oxford-man.ox.ac.uk/publications/proceedings-of-the-6th-ifac-conference-on-analysis-and-design-of-hybrid-systems/ 2020-04-15T15:46:40+00:00 https://oxford-man.ox.ac.uk/publications/maintenance-of-smart-buildings-using-fault-trees/ 2020-04-16T09:57:25+00:00 https://oxford-man.ox.ac.uk/publications/symbolic-abstractions-of-networked-control-systems/ 2020-04-16T10:17:01+00:00 https://oxford-man.ox.ac.uk/publications/stochy-automatic-verification-and-synthesis-of-stochastic-processes/ 2020-04-20T11:35:06+00:00 https://oxford-man.ox.ac.uk/publications/efficiency-through-uncertainty-scalable-formal-synthesis-for-stochastic-hybrid-systems/ 2020-04-20T12:18:07+00:00 https://oxford-man.ox.ac.uk/publications/modelling-smart-buildings-using-fault-maintenance-trees/ 2020-04-20T12:50:06+00:00 https://oxford-man.ox.ac.uk/publications/experimental-biological-protocols-with-formal-semantics/ 2020-04-20T14:05:09+00:00 https://oxford-man.ox.ac.uk/publications/tropical-abstractions-of-max-plus-linear-systems/ 2020-04-28T12:30:58+00:00 https://oxford-man.ox.ac.uk/publications/linear-quadratic-regulation-of-polytopic-time-inhomogeneous-markov-jump-linear-systems/ 2020-04-28T12:46:56+00:00 https://oxford-man.ox.ac.uk/publications/logically-constrained-neural-fitted-q-iteration/ 2020-04-28T13:03:25+00:00 https://oxford-man.ox.ac.uk/publications/impact-of-solar-panels-and-cooling-devices-on-frequency-control-after-a-generation-loss-incident/ 2020-04-29T09:57:47+00:00 https://oxford-man.ox.ac.uk/publications/automated-formal-synthesis-of-provably-safe-digital-controllers-for-continuous-plants/ 2020-04-29T10:06:04+00:00 https://oxford-man.ox.ac.uk/publications/formal-control-synthesis-via-simulation-relations-and-behavioural-theory-for-discrete-time-descriptor-systems/ 2020-04-29T12:14:53+00:00 https://oxford-man.ox.ac.uk/publications/reinforcement-learning-with-linear-logic-guidance/ 2020-04-29T12:16:03+00:00 https://oxford-man.ox.ac.uk/publications/formal-and-efficient-control-synthesis-for-continuous-time-stochastic-processes/ 2020-04-30T11:00:35+00:00 https://oxford-man.ox.ac.uk/publications/earnings-forecasts-in-mergers-and-acquisitions/ 2020-04-30T13:04:37+00:00 https://oxford-man.ox.ac.uk/publications/are-all-insider-sales-created-equal-first-evidence-from-supplementary-disclosures-on-sec-filings/ 2020-04-30T15:13:18+00:00 https://oxford-man.ox.ac.uk/publications/do-u-s-analysts-improve-the-local-information-environment-of-cross-listed-stocks/ 2020-04-30T15:25:47+00:00 https://oxford-man.ox.ac.uk/publications/algorithmic-trading-stochastic-control-and-mutually-exciting-processes/ 2020-05-04T11:13:19+00:00 https://oxford-man.ox.ac.uk/publications/technical-uncertainty-in-real-options-with-learning-journal-of-energy-markets/ 2020-05-04T11:24:38+00:00 https://oxford-man.ox.ac.uk/publications/foreign-exchange-markets-with-last-look-mathematics-and-financial-economics/ 2020-05-04T11:34:35+00:00 https://oxford-man.ox.ac.uk/publications/ultra-fast-activity-and-intraday-market-quality/ 2020-05-04T11:41:44+00:00 https://oxford-man.ox.ac.uk/publications/market-making-with-minimum-resting-times/ 2020-05-04T11:54:58+00:00 https://oxford-man.ox.ac.uk/publications/speculative-trading-of-electricity-contracts-in-interconnected-locations-energy-economics/ 2020-05-04T13:33:15+00:00 https://oxford-man.ox.ac.uk/publications/hedging-non-tradable-risks-with-transaction-costs-and-price-impact/ 2020-05-04T13:45:43+00:00 https://oxford-man.ox.ac.uk/publications/spoofing-and-price-manipulation-in-order-driven-markets/ 2020-05-04T14:10:42+00:00 https://oxford-man.ox.ac.uk/publications/solving-strong-substitutes-product-mix-auctions/ 2020-05-04T14:21:01+00:00 https://oxford-man.ox.ac.uk/publications/the-hairy-ball-problem-is-ppad-complete/ 2020-05-04T14:32:31+00:00 https://oxford-man.ox.ac.uk/publications/multi-unit-bilateral-trade/ 2020-05-04T14:38:27+00:00 https://oxford-man.ox.ac.uk/publications/hedge-fund-performance-are-stylized-facts-sensitive-to-which-database-one-uses/ 2020-05-04T14:55:24+00:00 https://oxford-man.ox.ac.uk/publications/super-multiplicativity-and-a-lower-bound-for-the-decay-of-the-signature-of-a-path-of-finite-length/ 2020-05-04T14:58:06+00:00 https://oxford-man.ox.ac.uk/publications/a-signature-based-machine-learning-model-for-bipolar-disorder-and-borderline-personality-disorder/ 2020-05-04T15:05:15+00:00 https://oxford-man.ox.ac.uk/publications/rotation-free-online-handwritten-character-recognition-using-dyadic-path-signature-features-hanging-normalization-and-deep-neural-network/ 2020-05-04T15:14:53+00:00 https://oxford-man.ox.ac.uk/publications/hyperbolic-development-and-inversion-of-signature/ 2020-05-04T15:21:18+00:00 https://oxford-man.ox.ac.uk/publications/detecting-early-signs-of-depressive-and-manic-episodes-in-patients-with-bipolar-disorder-using-the-signature-based-model/ 2020-05-04T15:28:05+00:00 https://oxford-man.ox.ac.uk/publications/the-signature-of-a-rough-path-uniqueness/ 2020-05-05T11:41:08+00:00 https://oxford-man.ox.ac.uk/publications/characteristic-functions-of-measures-on-geometric-rough-paths/ 2020-05-05T13:41:53+00:00 https://oxford-man.ox.ac.uk/publications/discretely-sampled-signals-and-the-rough-hoff-process/ 2020-05-05T13:54:48+00:00 https://oxford-man.ox.ac.uk/publications/how-well-do-experience-curves-predict-technological-progress-a-method-for-making-distributional-forecasts/ 2020-05-05T14:22:17+00:00 https://oxford-man.ox.ac.uk/publications/empirical-prediction-intervals-improve-energy-forecasting/ 2020-05-05T16:22:08+00:00 https://oxford-man.ox.ac.uk/publications/customer-segmentation-for-east-african-microgrid-consumers/ 2020-05-05T16:27:28+00:00 https://oxford-man.ox.ac.uk/publications/forecasting-energy-demand-for-microgrids-over-multiple-horizons/ 2020-05-05T16:39:16+00:00 https://oxford-man.ox.ac.uk/publications/kernels-for-sequentially-ordered-data/ 2020-05-05T16:41:50+00:00 https://oxford-man.ox.ac.uk/publications/persistence-paths-and-signature-features-in-topological-data-analysis/ 2020-05-05T16:47:05+00:00 https://oxford-man.ox.ac.uk/publications/dual-attainment-for-the-martingale-transport-problem/ 2020-05-06T11:39:50+00:00 https://oxford-man.ox.ac.uk/publications/pointwise-arbitrage-pricing-theory-in-discrete-time/ 2020-05-06T11:44:32+00:00 https://oxford-man.ox.ac.uk/publications/the-robust-pricing-hedging-duality-for-american-options-in-discrete-time-financial-markets/ 2020-05-06T11:57:34+00:00 https://oxford-man.ox.ac.uk/publications/two-explicit-skorokhod-embeddings-for-simple-symmetric-random-walk/ 2020-05-06T15:01:35+00:00 https://oxford-man.ox.ac.uk/publications/the-root-solution-to-the-multi-marginal-embedding-problem-an-optimal-stopping-and-time-reversal-approach/ 2020-05-06T15:11:25+00:00 https://oxford-man.ox.ac.uk/publications/time-consistent-investment-under-model-uncertainty-the-robust-forward-criteria/ 2020-05-06T15:18:12+00:00 https://oxford-man.ox.ac.uk/publications/robust-pricing-hedging-duality-in-continuous-time/ 2020-05-06T15:37:29+00:00 https://oxford-man.ox.ac.uk/publications/pathwise-stochastic-calculus-with-local-times/ 2020-05-06T15:42:11+00:00 https://oxford-man.ox.ac.uk/publications/an-iterated-azema-yor-type-embedding-for-finitely-many-marginals/ 2020-05-06T15:45:56+00:00 https://oxford-man.ox.ac.uk/publications/robust-trading-of-implied-skew/ 2020-05-06T15:48:07+00:00 https://oxford-man.ox.ac.uk/publications/path-dependent-and-randomized-strategies-in-barberis-casino-gambling-model/ 2020-05-06T16:18:41+00:00 https://oxford-man.ox.ac.uk/publications/the-numeraire-property-and-long-term-growth-optimality-for-drawdown-constrained-investments/ 2020-05-07T11:32:16+00:00 https://oxford-man.ox.ac.uk/publications/robust-pricing-and-hedging-under-trading-restrictions-and-the-emergence-of-local-martingale-models/ 2020-05-07T13:30:45+00:00 https://oxford-man.ox.ac.uk/publications/the-maximum-maximum-of-martingales-with-given-n-marginals/ 2020-05-07T13:42:32+00:00 https://oxford-man.ox.ac.uk/publications/the-incentives-of-hedge-fund-fees-and-high-water-marks/ 2020-05-07T13:48:54+00:00 https://oxford-man.ox.ac.uk/publications/naked-aggression-personality-and-portfolio-manager-performance/ 2020-05-07T15:49:56+00:00 https://oxford-man.ox.ac.uk/publications/equity-crowdfunding-a-new-phenomena/ 2020-05-07T15:53:44+00:00 https://oxford-man.ox.ac.uk/publications/herding-in-equity-crowdfunding/ 2020-05-07T15:59:20+00:00 https://oxford-man.ox.ac.uk/publications/be-careful-what-you-ask-for-fundraising-strategies-in-equity-crowdfunding/ 2020-05-07T16:04:02+00:00 https://oxford-man.ox.ac.uk/publications/prime-broker-exposures-collateral-and-resilience-in-hedge-fund-credit-networks/ 2020-05-11T13:39:24+00:00 https://oxford-man.ox.ac.uk/publications/pricing-poseidon-extreme-weather-uncertainty-and-firm-return-dynamics/ 2020-05-11T13:39:55+00:00 https://oxford-man.ox.ac.uk/publications/market-dominance-in-bond-and-cds-interdealer-networks/ 2020-05-11T14:23:02+00:00 https://oxford-man.ox.ac.uk/publications/investor-concentration-flows-and-cash-holdings-evidence-from-hedge-fund/ 2020-05-11T16:09:40+00:00 https://oxford-man.ox.ac.uk/publications/the-effects-of-the-volcker-rule-on-corporate-bond-trading-evidence-from-the-underwriting-exemption/ 2020-05-11T16:13:10+00:00 https://oxford-man.ox.ac.uk/publications/economic-uncertainty-trading-activity-and-commodity-futures-volatility/ 2020-05-11T16:26:24+00:00 https://oxford-man.ox.ac.uk/publications/extracting-predictive-information-from-heterogeneous-data-streams-using-gaussian-processes/ 2020-05-12T13:44:54+00:00 https://oxford-man.ox.ac.uk/publications/the-atalanta-e%ef%ac%80ect-how-high-powered-compensation-reduces-risk-taking/ 2020-05-12T15:27:08+00:00 https://oxford-man.ox.ac.uk/publications/introducing-the-hfte-model-a-multispecies-predator-prey-ecosystem-for-highfrequency-quantitative-financial-strategies/ 2020-05-12T15:43:14+00:00 https://oxford-man.ox.ac.uk/publications/risk-management-with-weighted-var/ 2020-05-12T16:18:09+00:00 https://oxford-man.ox.ac.uk/publications/gradient-descent-in-gaussian-random-fields-as-a-toy-model-for-high-dimensional-optimisation-in-deep-learning/ 2020-05-13T12:50:09+00:00 https://oxford-man.ox.ac.uk/publications/the-deep-learning-limit-are-negative-neural-network-eigenvalues-just-noise/ 2020-05-13T12:58:04+00:00 https://oxford-man.ox.ac.uk/publications/population-based-global-optimisation-methods-for-learning-long-term-dependencies-with-rnns/ 2020-05-13T13:29:41+00:00 https://oxford-man.ox.ac.uk/publications/super-resolution-of-time-series-labels-for-bootstrapped-event-detection/ 2020-05-13T13:32:08+00:00 https://oxford-man.ox.ac.uk/publications/extending-deep-learning-models-for-limit-order-books-to-quantile-regression/ 2020-05-13T14:46:30+00:00 https://oxford-man.ox.ac.uk/publications/wise-ale-wide-sample-estimator-for-approximate-latent-embedding/ 2020-05-13T14:53:25+00:00 https://oxford-man.ox.ac.uk/publications/optimising-worlds-to-evaluate-and-influence-reinforcement-learning-agents/ 2020-05-13T15:00:46+00:00 https://oxford-man.ox.ac.uk/publications/reinforcement-learning-in-r/ 2020-05-13T15:24:14+00:00 https://oxford-man.ox.ac.uk/publications/predicting-sentence-level-polarity-labels-of-financial-news-using-abnormal-stock-returns/ 2020-05-13T15:35:59+00:00 https://oxford-man.ox.ac.uk/publications/bounding-quantiles-of-wasserstein-distance-between-true-and-empirical-measure/ 2020-05-14T09:58:44+00:00 https://oxford-man.ox.ac.uk/publications/high-dimensional-time-series-prediction-using-kernel-based-koopman-mode-regression/ 2020-05-18T12:31:43+00:00 https://oxford-man.ox.ac.uk/publications/ultra-fast-activity-and-intraday-market-quality-2/ 2020-05-18T12:45:47+00:00 https://oxford-man.ox.ac.uk/publications/market-making-with-minimum-resting-times-2/ 2020-05-19T10:34:12+00:00 https://oxford-man.ox.ac.uk/publications/deep-learning-for-portfolio-optimisation/ 2020-06-16T10:23:17+00:00 https://oxford-man.ox.ac.uk/publications/ready-policy-one-world-building-through-active-learning/ 2020-06-16T10:33:25+00:00 https://oxford-man.ox.ac.uk/publications/detecting-changes-in-asset-co-movement-using-the-autoencoder-reconstruction-ratio/ 2020-06-16T10:40:12+00:00 https://oxford-man.ox.ac.uk/publications/deep-reinforcement-learning-for-trading/ 2020-06-16T10:49:48+00:00 https://oxford-man.ox.ac.uk/publications/vign-variational-integrator-graph-networks/ 2020-06-16T11:06:20+00:00 https://oxford-man.ox.ac.uk/publications/propagative-broad-learning-for-nonparametric-modeling-of-ambient-effects-on-structural-health-indicators/ 2020-06-16T11:09:58+00:00 https://oxford-man.ox.ac.uk/publications/improving-vaes-robustness-to-adversarial-attack/ 2020-06-16T11:59:54+00:00 https://oxford-man.ox.ac.uk/publications/learning-bijective-feature-maps-for-linear-ica/ 2020-06-16T13:15:22+00:00 https://oxford-man.ox.ac.uk/publications/one-shot-bayes-opt-with-probabilistic-population-based-training/ 2020-06-16T13:19:21+00:00 https://oxford-man.ox.ac.uk/publications/can-stimulating-demand-drive-costs-down-world-war-ii-as-a-natural-experiment/ 2020-06-16T13:27:27+00:00 https://oxford-man.ox.ac.uk/publications/effective-diversity-in-population-based-reinforcement-learning/ 2020-06-16T13:42:14+00:00 https://oxford-man.ox.ac.uk/publications/zero-shot-and-few-shot-time-series-forecasting-with-ordinal-regression-recurrent-neural-networks/ 2020-06-16T13:46:46+00:00 https://oxford-man.ox.ac.uk/publications/an-overview-of-gaussian-process-regression-for-volatility-forecasting/ 2020-06-16T13:50:35+00:00 https://oxford-man.ox.ac.uk/publications/machine-learning-techniques-for-deciphering-implied-volatility-surface-data-in-a-hostile-environment-scenaria-based-particle-filter-risk-factor-decomposition-arbitrage-constraint-sampling/ 2020-06-16T13:54:05+00:00 https://oxford-man.ox.ac.uk/publications/humbug-zooniverse-a-crowd-sourced-acoustic-mosquito-dataset/ 2020-06-16T14:06:41+00:00 https://oxford-man.ox.ac.uk/publications/anomaly-detection-for-time-series-using-vae-lstm-hybrid-model/ 2020-06-16T14:18:02+00:00 https://oxford-man.ox.ac.uk/publications/mlrg-deep-curvature/ 2020-06-16T14:23:51+00:00 https://oxford-man.ox.ac.uk/publications/using-sparse-gaussian-processes-for-predicting-robust-inertial-confinement-fusion-implosion-yields/ 2020-06-16T14:36:51+00:00 https://oxford-man.ox.ac.uk/publications/dynotears-structure-learning-from-time-series-data/ 2020-06-16T14:44:38+00:00 https://oxford-man.ox.ac.uk/publications/gadam-combining-adaptivity-with-iterate-averaging-gives-greater-generalisation/ 2020-06-16T14:50:41+00:00 https://oxford-man.ox.ac.uk/publications/neural-architecture-search-using-bayesian-optimisation-with-weisfeiler-lehman-kernel/ 2020-06-16T14:56:36+00:00 https://oxford-man.ox.ac.uk/publications/bayesian-optimisation-over-multiple-continuous-and-categorical-inputs/ 2020-06-17T08:42:59+00:00 https://oxford-man.ox.ac.uk/publications/learning-quadratic-games-on-networks/ 2020-06-17T10:55:16+00:00 https://oxford-man.ox.ac.uk/publications/stochastic-flows-and-geometric-optimization-on-the-orthogonal-group/ 2020-06-25T09:32:46+00:00 https://oxford-man.ox.ac.uk/publications/foundations-of-system-wide-financial-stress-testing-with-heterogeneous-institutions/ 2020-06-25T13:32:09+00:00 https://oxford-man.ox.ac.uk/publications/online-learning-for-distributed-and-personal-recommendations-a-fair-approach/ 2020-07-30T08:34:36+00:00 https://oxford-man.ox.ac.uk/publications/safety-guarantees-for-planning-based-on-iterative-gaussian-processes/ 2020-09-15T13:36:00+00:00 https://oxford-man.ox.ac.uk/publications/investment-sizing-with-deep-learning-prediction-uncertainties-for-high-frequency-eurodollar-futures-trading/ 2020-09-15T13:42:06+00:00 https://oxford-man.ox.ac.uk/publications/short-memories-the-impact-of-sec-enforcement-on-insider-leakage/ 2020-09-15T13:50:15+00:00 https://oxford-man.ox.ac.uk/publications/mixture-density-conditional-generative-adversarial-network-models-md-cgan/ 2020-09-23T09:54:23+00:00 https://oxford-man.ox.ac.uk/publications/active-inference-demystified-and-compared/ 2020-11-02T14:06:00+00:00 https://oxford-man.ox.ac.uk/publications/hierarchical-indian-buffet-neural-networks-for-bayesian-continual-learning/ 2020-11-02T14:33:47+00:00 https://oxford-man.ox.ac.uk/publications/unclear-a-straightforward-method-for-continual-reinforcement-learning/ 2020-11-04T10:50:35+00:00 https://oxford-man.ox.ac.uk/publications/robust-learning-based-mpc-for-nonlinear-constrained-systems/ 2020-11-04T11:46:43+00:00 https://oxford-man.ox.ac.uk/publications/unbounded-time-safety-verification-of-guarded-lti-models-with-inputs-by-abstract-acceleration/ 2020-11-05T14:41:30+00:00 https://oxford-man.ox.ac.uk/publications/supply-and-demand-shocks-in-the-covid-19-pandemic-an-industry-and-occupation-perspective/ 2020-11-05T14:51:07+00:00 https://oxford-man.ox.ac.uk/publications/how-market-ecology-explains-market-malfunction/ 2020-11-05T14:55:27+00:00 https://oxford-man.ox.ac.uk/publications/the-effect-of-regulatory-constraints-on-fund-performance-new-evidence-from-ucits-hedge-funds/ 2020-11-09T10:02:24+00:00 https://oxford-man.ox.ac.uk/publications/time-series-forecasting-with-deep-learning-a-survey/ 2020-11-09T10:09:03+00:00 https://oxford-man.ox.ac.uk/publications/use-of-machine-learning-techniques-to-create-a-credit-score-model-for-airtime-loans/ 2020-11-09T10:43:13+00:00 https://oxford-man.ox.ac.uk/publications/using-machine-learning-and-remote-sensing-to-value-property-in-kigali/ 2020-11-09T10:47:25+00:00 https://oxford-man.ox.ac.uk/publications/quick-or-cheap-breaking-points-in-dynamic-markets/ 2020-11-09T14:56:41+00:00 https://oxford-man.ox.ac.uk/publications/a-vaccination-policy-by-zones/ 2020-11-09T15:01:43+00:00 https://oxford-man.ox.ac.uk/publications/green-zone-travelling-a-pan-european-approach-to-save-tourism/ 2020-11-10T10:23:37+00:00 https://oxford-man.ox.ac.uk/publications/understanding-deep-architectures-with-reasoning-layer/ 2020-12-03T09:26:19+00:00 https://oxford-man.ox.ac.uk/publications/kernel-based-graph-learning-from-smooth-signals-a-functional-viewpoint/ 2021-03-09T09:05:16+00:00 https://oxford-man.ox.ac.uk/publications/first-hitting-time-guarantees-for-nonlinear-time-series-models/ 2022-03-07T15:52:22+00:00 https://oxford-man.ox.ac.uk/publications/neural-policy-learning-of-interpretable-trading-strategies-using-inductive-prior-knowledge/ 2022-03-07T16:03:17+00:00 https://oxford-man.ox.ac.uk/publications/componentwise-holder-inference-for-robust-learning-based-mpc/ 2022-03-07T16:07:14+00:00 https://oxford-man.ox.ac.uk/publications/bayesian-topic-regression-for-causal-inference/ 2022-03-07T16:09:52+00:00 https://oxford-man.ox.ac.uk/publications/sentiment-correlation-in-financial-news-networks-and-associated-market-movements/ 2022-03-07T16:13:16+00:00 https://oxford-man.ox.ac.uk/publications/online-learning-constrained-model-predictive-control-based-on-double-prediction/ 2022-03-07T16:19:21+00:00 https://oxford-man.ox.ac.uk/publications/online-learning-robust-mpc-an-exploration-exploitation-approach/ 2022-03-07T16:24:49+00:00 https://oxford-man.ox.ac.uk/publications/love-of-food-do-eateries-drive-london-property-prices/ 2022-03-07T16:28:40+00:00 https://oxford-man.ox.ac.uk/publications/output-feedback-mpc-based-on-smoothed-projected-kinky-inference/ 2022-03-07T16:47:11+00:00 https://oxford-man.ox.ac.uk/publications/recurrent-neural-network-structures-for-learning-control-valve-behaviour/ 2022-03-07T16:56:16+00:00 https://oxford-man.ox.ac.uk/publications/extracting-economic-signals-from-central-bank-speeches/ 2022-03-07T17:04:18+00:00 https://oxford-man.ox.ac.uk/publications/lazily-adapted-constant-kinky-inference-for-nonparametric-regression-and-model-reference-adaptive-control/ 2022-03-07T17:06:08+00:00 https://oxford-man.ox.ac.uk/publications/analysis-and-modeling-of-state-dependent-delay-in-control-valves/ 2022-03-07T17:09:26+00:00 https://oxford-man.ox.ac.uk/publications/machine-learning-based-financial-statement-analysis/ 2022-03-07T17:21:50+00:00 https://oxford-man.ox.ac.uk/publications/asynchronous-batch-bayesian-optimisation-with-improved-local-penalisation/ 2022-03-07T17:23:25+00:00 https://oxford-man.ox.ac.uk/publications/nonlinear-set-membership-regression-with-adaptive-hyper-parameter-estimation-for-online-learning-and-control/ 2022-03-07T17:28:50+00:00 https://oxford-man.ox.ac.uk/publications/fast-agent-based-simulation-framework-of-limit-order-books-with-applications-to-pro-rata-markets-and-the-study-of-latency-effects/ 2022-03-07T17:35:07+00:00 https://oxford-man.ox.ac.uk/publications/forecasting-covid-19-caseloads-using-unsupervised-embedding-clusters-of-social-media-posts/ 2022-06-27T14:29:36+00:00 https://oxford-man.ox.ac.uk/publications/conditionally-elicitable-dynamic-risk-measures-for-deep-reinforcement-learning/ 2022-10-31T15:35:29+00:00 https://oxford-man.ox.ac.uk/publications/brokers-and-informed-traders-dealing-with-toxic-flow-and-extracting-trading-signals/ 2022-11-02T10:42:14+00:00 https://oxford-man.ox.ac.uk/publications/canonical-portfolios-optimal-asset-and-signal-combination/ 2022-11-23T13:53:00+00:00 https://oxford-man.ox.ac.uk/publications/ai-driven-liquidity-provision-in-otc-financial-markets/ 2022-11-23T13:56:45+00:00 https://oxford-man.ox.ac.uk/publications/decentralised-finance-and-automated-market-making-execution-and-speculation/ 2022-11-23T14:01:52+00:00 https://oxford-man.ox.ac.uk/publications/algorithmic-collusion-in-electronic-markets-the-impact-of-tick-size/ 2022-11-23T14:02:48+00:00 https://oxford-man.ox.ac.uk/publications/brokers-and-informed-traders-dealing-with-toxic-flow-and-extracting-trading-signals-2/ 2022-11-23T17:02:09+00:00 https://oxford-man.ox.ac.uk/publications/trading-with-the-momentum-transformer-an-intelligent-and-interpretable-architecture/ 2022-11-23T17:05:02+00:00 https://oxford-man.ox.ac.uk/publications/graph-based-methods-for-forecasting-realized-covariances/ 2022-11-23T17:09:13+00:00 https://oxford-man.ox.ac.uk/publications/decentralised-finance-and-automated-market-making-predictable-loss-and-optimal-liquidity-provision/ 2022-11-23T17:10:18+00:00