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

Felix Drinkall, Stefan Zohren and Janet Pierrehumbert

2022

Conditionally Elicitable Dynamic Risk Measures for Deep Reinforcement Learning

Sebastian Jaimungal and Álvaro Cartea

2022

Brokers and Informed Traders: dealing with toxic flow and extracting trading signals

Álvaro Cartea

2022

Canonical Portfolios: Optimal Asset and Signal Combination

Vincent Tan Weng Choon and Stefan Zohren

2022

AI-driven liquidity provision in OTC financial markets

Álvaro Cartea and Patrick Chang

2022

Algorithmic Collusion in Electronic Markets: The Impact of Tick Size

Álvaro Cartea, Patrick Chang and José S. Penalva

2022

Decentralised Finance and Automated Market Making: Execution and Speculation

Álvaro Cartea, Dr. Fayçal Drissi
Personal website: www.faycaldrissi.com and Marcello Monga

2022

Brokers and Informed Traders: dealing with toxic flow and extracting trading signals

Álvaro Cartea

2022

Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture

Kieran Wood, Steve Roberts and Stefan Zohren

2022

Graph-based Methods for Forecasting Realized Covariances

Xingyue Pu, Mihai Cucuringu and Xiaowen Dong

2022

Decentralised Finance and Automated Market Making: Predictable Loss and Optimal Liquidity Provision

Álvaro Cartea, Dr. Fayçal Drissi
Personal website: www.faycaldrissi.com and Marcello Monga

2022

Kernel-based Graph Learning from Smooth Signals: A Functional Viewpoint

Xingyue Pu and Xiaowen Dong

2021

First Hitting Time Guarantees for Nonlinear Time Series Models

Julien Huang and Jan-Peter Calliess

2021

Neural Policy Learning of Interpretable Trading Strategies using Inductive Prior Knowledge

Fabian Krause and Jan-Peter Calliess

2021

Componentwise Hölder Inference for Robust Learning-Based MPC

Jan-Peter Calliess

2021

Bayesian Topic Regression for Causal Inference

Maximilian Ahrens and Jan-Peter Calliess

2021

Sentiment correlation in financial news networks and associated market movements

Jan-Peter Calliess, Stefan Zohren and Xiaowen Dong

2021

Online learning constrained model predictive control based on double prediction

Jan-Peter Calliess

2021

Recurrent Neural Network Structures for Learning Control Valve Behaviour

Steve Roberts and Jan-Peter Calliess

2021

Extracting Economic Signals from Central Bank Speeches

Maximilian Ahrens

2021

Bayes Opt Adversarial Attack


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2020

Purchase Patterns, Socioeconomic Status and Political Inclination

Xiaowen Dong

2020

Can Stimulating Demand Drive Costs Down? World War II as a Natural Experiment

Doyne Farmer

2020

Formal and Efficient Control Synthesis for Continuous-Time Stochastic Processes


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2020

Hedging Non-tradable Risks with Transaction Costs and Price Impact

Álvaro Cartea

2020

Spoofing and Price Manipulation in Order-Driven Markets

Álvaro Cartea

2020

Bayesian Optimisation Over Multiple Continuous and Categorical Inputs

Steve Roberts

2020

Mixture Density Conditional Generative Adversarial Network Models (MD-CGAN)

Steve Roberts

2020

Reinforcement Learning in R


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2020

Predicting Sentence-Level Polarity Labels of Financial News Using Abnormal Stock Returns


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2020

Deep Learning for Portfolio Optimisation

Stefan Zohren and Steve Roberts

2020

Ready Policy One: World Building Through Active Learning

Steve Roberts

2020

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

Stefan Zohren and Steve Roberts

2020

Deep Reinforcement Learning for Trading

Stefan Zohren and Steve Roberts

2020

VIGN: Variational Integrator Graph Networks

Steve Roberts

2020

Propagative Broad Learning for Nonparametric Modeling of Ambient Effects on Structural Health Indicators

Steve Roberts

2020

Improving VAEs’ Robustness to Adversarial Attack

Steve Roberts

2020

Learning Bijective Feature Maps for Linear ICA

Steve Roberts

2020

One-Shot Bayes Opt with Probabilistic Population Based Training

Steve Roberts

2020

Effective Diversity in Population-Based Reinforcement Learning

Steve Roberts

2020

Zero-Shot and Few-Shot Time Series Forecasting with Ordinal Regression Recurrent Neural Networks

Steve Roberts

2020

An Overview of Gaussian Process Regression for Volatility Forecasting

Steve Roberts

2020

Machine Learning-Based Financial Statement Analysis

Jan-Peter Calliess and Steve Roberts

2020

HumBug Zooniverse: A Crowd-Sourced Acoustic Mosquito Dataset

Steve Roberts

2020

Anomaly Detection for Time Series Using VAE-LSTM Hybrid Model

Steve Roberts

2020

MLRG Deep Curvature

Steve Roberts

2020

DYNOTEARS: Structure Learning from Time-Series Data


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2020

Gadam: Combining Adaptivity with Iterate Averaging Gives Greater Generalisation

Steve Roberts

2020

Neural Architecture Search using Bayesian Optimisation with Weisfeiler-Lehman Kernel

Xiaowen Dong

2020

Learning Quadratic Games on Networks

Xiaowen Dong

2020

Stochastic Flows and Geometric Optimization on the Orthogonal Group


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2020

Foundations of system-wide financial stress testing with heterogeneous institutions

Doyne Farmer

2020

Online Learning for Distributed and Personal Recommendations – a Fair Approach


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2020

Safety Guarantees for Planning Based on Iterative Gaussian Processes

Jan-Peter Calliess and Steve Roberts

2020

Investment Sizing with Deep Learning Prediction Uncertainties for High-Frequency Eurodollar Futures Trading

Stefan Zohren and Steve Roberts

2020

Short Memories? The Impact of SEC Enforcement on Insider Leakage

Steve Roberts

2020

Active Inference: Demystified and Compared


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2020

Hierarchical Indian Buffet Neural Networks for Bayesian Continual Learning

Stefan Zohren and Steve Roberts

2020

UNCLEAR: A Straightforward Method for Continual Reinforcement Learning

Stefan Zohren and Steve Roberts

2020

Robust learning-based MPC for nonlinear constrained systems

Jan-Peter Calliess

2020

Unbounded-Time Safety Verification of Guarded LTI Models with Inputs by Abstract Acceleration


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2020

Supply and demand shocks in the COVID-19 pandemic: an industry and occupation perspective

Doyne Farmer

2020

The Effect of Regulatory Constraints on Fund Performance: New Evidence from UCITS Hedge Funds


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2020

Time Series Forecasting With Deep Learning: A Survey

Stefan Zohren

2020

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

Stefan Zohren and Jan-Peter Calliess

2020

Use of Machine Learning Techniques to Create a Credit Score Model for Airtime Loans


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2020

Using Machine Learning and Remote Sensing to Value Property in Kigali


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2020

Quick or Cheap? Breaking Points in Dynamic Markets


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2020

A Vaccination Policy by Zones


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2020

Green-zone travelling: A pan-European approach to save tourism


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2020

Understanding Deep Architectures with Reasoning Layer

Christoph Reisinger

2020

Online Learning Robust MPC: an Exploration-Exploitation Approach

Jan-Peter Calliess

2020

Analysis and Modeling of State-Dependent Delay in Control Valves

Jan-Peter Calliess and Steve Roberts

2020

Entropic Graph Spectrum

Xiaowen Dong, Stefan Zohren and Steve Roberts

2019

Adversarial Robustness Guarantees for Classification with Gaussian Processes

Steve Roberts

2019

Optimal Pricing in Black Box Producer-Consumer Stackelberg Games using Revealed Preference Feedback

Steve Roberts

2019

Quantum Algorithms for Training Gaussian Processes

Steve Roberts

2019

Disentangling to Cluster: Gaussian Mixture Variational Ladder Auto-Encoders

Steve Roberts

2019

European Option Pricing with Stochastic Volatility Models Under Parameter Uncertainty

Samuel Cohen

2019

A General Framework for Fair Regression

Steve Roberts

2019

Indian Buffet Neural Network for Continual Learning

Stefan Zohren and Steve Roberts

2019

Enhancing Time Series Momentum Strategies Using Deep Neural Networks

Stefan Zohren and Steve Roberts

2019

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

Stefan Zohren, Xiaowen Dong and Steve Roberts

2019

Asynchronous Batch Bayesian Optimisation with Improved Local Penalisation

Jan-Peter Calliess and Steve Roberts

2019

Closing the K-FAC Generalisation Gap Using Stochastic Weight Averaging

Stefan Zohren and Steve Roberts

2019

How Does Mini-Batching Affect Curvature Information for Second Order Deep Learning Optimization

Stefan Zohren and Steve Roberts

2019

Semi-Separable Hamiltonian Monte Carlo for Inference in Bayesian Neural Networks

Steve Roberts

2019

Scalable Bounding of Predictive Uncertainty in Regression Problems with SLAC

Jan-Peter Calliess and Steve Roberts

2019

Localised Kinky Inference

Jan-Peter Calliess

2019

Machine Learning Techniques for Deciphering Implied Volatility Surface Data in a Hostile Environment: Scenario Based Particle Filter, Risk Factor Decomposition & Arbitrage Constraint Sampling

Steve Roberts

2019

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

Stefan Zohren and Steve Roberts

2019

Semi-supervised Learning with Deep Generative Models

Steve Roberts

2019

DeepLOB: Deep Convolutional Neural Networks for Limit Order Books

Stefan Zohren and Steve Roberts

2019

Safe Policy Search Using Gaussian Process Models

Steve Roberts

2019

Robust Data-Based Model Predictive Control for Nonlinear Constrained Systems

Jan-Peter Calliess

2019

Online Optimisation for Online Learning and Control – From No-Regret to Generalised Error Convergence

Jan-Peter Calliess

2019

Learning Graphs from Data: A Signal Representation Perspective

Xiaowen Dong

2019

An Introduction to Machine Learning

Anthony Ledford

2019

Measuring Productivity Dispersion: a Parametric Approach Using the Lévy Alpha-stable Distribution

Doyne Farmer

2019

Emergent Inequality and Endogenous Dynamics in a Simple Behavioral Macroeconomic Model

Doyne Farmer

2019

A Simulation of the Insurance Industry: The Problem of Risk Model Homogeneity

Doyne Farmer

2019

Scenario-Free Analysis of Financial Stability with Interacting Contagion Channels

Doyne Farmer

2019

A Machine Learning Approach to Risk Minimisation in Electricity Markets

Steve Roberts

2019

A Probabilistic Approach to Nonparametric Local Volatility

Steve Roberts

2019

StocHy: Automatic Verification and Synthesis of Stochastic Processes


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2019

Efficiency Through Uncertainty: Scalable Formal Synthesis for Stochastic Hybrid Systems


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2019

Logically-Constrained Neural Fitted Q-Iteration


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2019

Automated Formal Synthesis of Provably Safe Digital Controllers for Continuous Plants


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2019

Reinforcement Learning with Linear Logic Guidance


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2019

Earnings Forecasts in Mergers and Acquisitions


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2019

Are all Insider Sales Created Equal? First Evidence from Supplementary Disclosures on SEC Filings


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2019

Foreign Exchange Markets with Last Look Mathematics and Financial Economics

Álvaro Cartea

2019

Ultra-Fast Activity and Intraday Market Quality

Álvaro Cartea

2019

Solving Strong-Substitutes Product-Mix Auctions


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2019

The Hairy Ball Problem is PPAD-Complete


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2019

Hedge Fund Performance: Are Stylized Facts Sensitive to Which Database One Uses?


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2019

Kernels for Sequentially Ordered Data


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2019

Be Careful What You Ask For: Fundraising Strategies in Equity Crowdfunding

Nir Vulkan

2019

Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics

Mathias Kruttli

2019

Prime Broker Exposures, Collateral, and Resilience in Hedge Fund Credit Networks

Mathias Kruttli

2019

The Effects of the Volcker Rule on Corporate Bond Trading: Evidence from the Underwriting Exemption


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2019

The Atalanta Effect: How High-Powered Compensation Reduces Risk-Taking


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2019

Gradient descent in Gaussian Random Fields as a Toy Model for High-Dimensional Optimisation in Deep Learning

Stefan Zohren and Steve Roberts

2019

The Deep Learning Limit: Are Negative Neural Network Eigenvalues Just Noise?

Stefan Zohren and Steve Roberts

2019

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

Stefan Zohren and Steve Roberts

2019

Super-resolution of Time-series Labels for Bootstrapped Event Detection

Steve Roberts

2019

Extending Deep Learning Models for Limit Order Books to Quantile Regression

Stefan Zohren and Steve Roberts

2019

WiSE-ALE: Wide Sample Estimator for Approximate Latent Embedding

Steve Roberts

2019

Optimising Worlds to Evaluate and Influence Reinforcement Learning Agents

Steve Roberts

2019

Bounding Quantiles of Wasserstein Distance Between True and Empirical Measure

Samuel Cohen

2019

Ultra-Fast Activity and Intraday Market Quality

Álvaro Cartea

2019

Market Making with Minimum Resting Times

Álvaro Cartea

2019

Using Sparse Gaussian Processes for Predicting Robust Inertial Confinement Fusion Implosion Yields

Steve Roberts

2019

Love of food: Do eateries drive London property prices?

Jan-Peter Calliess

2019

Output Feedback MPC based on Smoothed Projected Kinky Inference

Jan-Peter Calliess

2019

A Bayesian Optimization Approach to Compute the Nash Equilibria of Potential Games using Bandit Feedback

Steve Roberts

2018

BCCNet: Bayesian Classifier Combination Neural Network

Steve Roberts

2018

MOrdRed: Memory-based Ordinal Regression Deep Neural Networks for Time Series Forecasting

Steve Roberts

2018

Practical Bayesian Learning of Neural Networks via Adaptive Subgradient Methods

Stefan Zohren and Steve Roberts

2018

Bayesian Nonparametrics and Feedback-Linearisation of Discretised Conrol-Affine Systems

Jan-Peter Calliess and Steve Roberts

2018

Sequential Sampling of Gaussian Latent Variable Models

Steve Roberts

2018

Bioacoustic Detection with Wavelet-Conditioned Convolutional Neural Networks

Steve Roberts

2018

Improved Stochastic Trace Estimation Using Mutually Unbiased Bases

Steve Roberts

2018

Optimization, Fast and Slow: Optimally Switching Between Local and Bayesian Optimization

Steve Roberts

2018

Thresholded ConvNet Ensembles: Neural Networks for Technical Forecasting

Steve Roberts

2018

Loss-Calibrated Approximate Inference in Bayesian Neural Networks

Steve Roberts

2018

Entropic Spectral Learning in Large Scale Networks

Stefan Zohren, Xiaowen Dong and Steve Roberts

2018

Nonlinear Set Membership Regression with Adaptive Hyper-Parameter Estimation for Online Learning and Control

Jan-Peter Calliess and Steve Roberts

2018

Identifying Sources and Sinks in the Presence of Multiple Agents with Gaussian Process Vector Calculus

Steve Roberts

2018

Provenance Network Analytics: An Approach to Data Analytics Using Data Provenance

Steve Roberts

2018

Learning Against Non-Stationary Agents with Opponent Modelling and Deep Reinforcement Learning

Steve Roberts

2018

Deploying Novel Exploration Techniques (NETs) for Malaria Policy Interventions

Steve Roberts

2018

Bayesian Optimization of Personalised Models for Patient Vital-Sign Monitoring

Steve Roberts

2018

Distributed Optimization for Energy Management in Building Networks

Jan-Peter Calliess

2018

Lazily Adapted Constant Kinky Inference for Nonparametric Regression and Model-Reference Adaptive Control

Jan-Peter Calliess and Steve Roberts

2018

Behavioural Attributes and Financial Churn Prediction

Xiaowen Dong

2018

Methods for Quantifying Effects of Social Unrest Using Credit Card Transaction Data

Xiaowen Dong

2018

Social Bridges in Urban Purchase Behaviour ACM Transactions on Intelligent Systems and Technology

Xiaowen Dong

2018

Prediction of Tidal Currents Using Bayesian Machine Learning


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2018

Gaussian Process Regression for In-situ Capacity Estimation of Lithium-ion Batteries


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2018

Adaptive Geometric Learning for Optimization and Sampling


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2018

BDLOB: Bayesian Deep Convolutional Neural Networks for Limit Order Books

Stefan Zohren and Steve Roberts

2018

Modelling Analysts’ Recommendations via Bayesian Machine Learning

Anthony Ledford

2018

Optimal Hedge Tracking Portfolios in a Limit Order Book


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2018

Stochastic Volatility for Utility Maximisers – A Martingale Approach


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2018

Volatility is Log-Normal – but not for the reason you think


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2018

Proceedings of the 6th IFAC Conference on Analysis and Design of Hybrid Systems


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2018

Maintenance of Smart Buildings Using Fault Trees


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2018

Symbolic Abstractions of Networked Control Systems


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2018

Modelling Smart Buildings Using Fault Maintenance Trees


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2018

Experimental Biological Protocols with Formal Semantics


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2018

Tropical Abstractions of Max-Plus Linear Systems


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2018

Linear Quadratic Regulation of Polytopic Time-inhomogeneous Markov Jump Linear Systems


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2018

Impact of Solar Panels and Cooling Devices on Frequency Control after a Generation Loss Incident


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2018

Do U.S. Analysts Improve the Local Information Environment of Cross-Listed Stocks?


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2018

Algorithmic Trading, Stochastic Control and Mutually Exciting Processes

Álvaro Cartea

2018

Technical Uncertainty in Real Options with Learning Journal of Energy Markets

Álvaro Cartea

2018

Market Making with Minimum Resting Times

Álvaro Cartea

2018

Multi-unit Bilateral Trade


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2018

Super-multiplicativity and a lower bound for the decay of the signature of a path of finite length


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2018

Rotation-free Online Handwritten Character Recognition using Dyadic Path Signature Features, Hanging Normalization, and Deep Neural Network


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2018

Hyperbolic development and inversion of signature


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2018

How well do Experience Curves Predict Technological Progress? A Method for Making Distributional Forecasts


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2018

Customer Segmentation for East African Microgrid Consumers


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2018

Forecasting Energy Demand for Microgrids Over Multiple Horizons


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2018

Persistence Paths and Signature Features in Topological Data Analysis


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2018

Dual Attainment for the Martingale Transport Problem

Jan Obłój

2018

Pointwise Arbitrage Pricing Theory in Discrete Time

Jan Obłój

2018

The Robust Pricing – Hedging Duality for American Options in Discrete Time Financial Markets

Jan Obłój

2018

Two Explicit Skorokhod Embeddings for Simple Symmetric Random Walk

Jan Obłój

2018

The Root Solution to the Multi-Marginal Embedding Problem: An Optimal Stopping and Time-Reversal Approach

Jan Obłój

2018

Time–Consistent Investment Under Model Uncertainty: The Robust Forward Criteria

Jan Obłój

2018

Robust Pricing–Hedging Duality in Continuous Time

Jan Obłój

2018

Pathwise Stochastic Calculus with Local Times

Jan Obłój

2018

An Iterated Azéma-Yor Type Embedding for Finitely Many Marginals

Jan Obłój

2018

Robust Pricing and Hedging Under Trading Restrictions and the Emergence of Local Martingale Models

Jan Obłój

2018

Naked Aggression: Personality and Portfolio Manager Performance

Nir Vulkan

2018

Economic Uncertainty, Trading Activity, and Commodity Futures Volatility


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2018

Inferring Agent Objectives at Different Scales of a Complex Adaptive System

Steve Roberts

2017

MiDGaP: Mixture Density Gaussian Processes

Steve Roberts

2017

Reading Tea Leaves: A Neural Network Perspective on Technical Trading

Steve Roberts

2017

Portfolio Optimization in the Context of Cointelated Pairs: Stochastic Differential Equation vs. Machine Learning Approach

Steve Roberts

2017

Deciphering Price Formation in the High Frequency Domain: Systems & Evolutionary Dynamics as Keys for Construction of the High Frequency Trading Ecosystem

Steve Roberts

2017

A Proposed Risk Modeling Shift from the Approach of Stochastic Differential Equation Towards Machine Learning Clustering: Illustration with the Concepts of Anticipative & Responsible VaR

Steve Roberts

2017

Convergence of Heston to SVI Proposed Extensions: Rational & Conjecture for the Convergence of Extended Heston to the Implied Volatility Surface Parametrization

Steve Roberts

2017

Cost-Sensitive Detection with Variational Autoencoders for Environmental Acoustic Sensing

Steve Roberts

2017

Improving Photometric Redshift Estimation Using GPz: size information, post processing and improved photometry.

Steve Roberts

2017

Entropic Determinants of Massive Matrices

Steve Roberts

2017

Robust Open-Source Removal of Systematics in Kepler Data

Steve Roberts

2017

Bayesian Heatmaps: Probabilistic Classification with Multiple Unreliable Information Sources

Steve Roberts

2017

Optimal Client Recommendation for Market Makers in Illiquid Financial Products

Steve Roberts

2017

A Novel Approach to Forecasting Financial Volatility with Gaussian Process Envelopes

Steve Roberts

2017

Entropic Trace Estimates for Log Determinants

Steve Roberts

2017

An Information and Field Theoretic Approach to the Gran Canonical Ensemble

Steve Roberts

2017

Bayesian Inference of Log Determinants

Steve Roberts

2017

Practical Bayesian Optimization for Variable Cost Objectives

Steve Roberts

2017

Distribution of Gaussian Process Arc Lengths

Steve Roberts

2017

Bayesian Optimisation of Gaussian Processes for Identifying the Deteriorating Patient

Steve Roberts

2017

Identifying Sources of Discrimination Risk in the Life Cycle of Machine Intelligence Applications Under New European Union Regulations

Steve Roberts

2017

Lipschitz Optimisation for Lipschitz Interpolation

Jan-Peter Calliess

2017

Learning-Based Nonlinear Model Predictive Control

Jan-Peter Calliess

2017

Learning Heat Diffusion Graphs

Xiaowen Dong

2017

The Rippling Effect of Social Influence in Phone Communication Network

Xiaowen Dong

2017

Alternating Optimisation and Quadrature for Robust Control


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2017

Fast Information-theoretic Bayesian Optimisation


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2017

Battery Capacity Estimation from Partial-Charging Data Using Gaussian Process Regression


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2017

Distributionally Robust Optimization Techniques in Batch Bayesian Optimization


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2017

Hedging Local Volume Risk Using Forward Markets: Nordic Case Energy Economics


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2017

Risk-Minimisation in Electricity Markets: Fixed Price, Unknown Consumption


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2017

The Fundamental Theorem of Derivatives Trading – Exposition, Extensions and Experiments


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2017

High-Dimensional Time Series Prediction Using Kernel-Based Koopman Mode Regression


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2017

Formal Control Synthesis via Simulation Relations and Behavioural Theory for Discrete-Time Descriptor Systems


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2017

A signature-based machine learning model for bipolar disorder and borderline personality disorder


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2017

Detecting early signs of depressive and manic episodes in patients with bipolar disorder using the signature-based model


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2017

Empirical Prediction Intervals Improve Energy Forecasting


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2017

The Numeraire Property and Long-Term Growth Optimality for Drawdown-Constrained Investments

Jan Obłój

2017

Investor Concentration, Flows, and Cash Holdings: Evidence from Hedge Fund

Mathias Kruttli

2017

Introducing the HFTE Model: A Multi-Species Predator-Prey Ecosystem for High Frequency Quantitative Financial Strategies


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2017

Risk Management with Weighted VaR


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2017

A Framework for Assessing the Performance of Pulsar Search Pipelines

Steve Roberts

2016

A Disaster Response System Based on Human-Agent Collectives

Steve Roberts

2016

String and Membrane Gaussian Processes

Steve Roberts

2016

GPz: Non-Stationary Sparse Gaussian Processes for Heteroscedastic Uncertainty Estimation in Photometric Redshift

Steve Roberts

2016

Latent Point Process Allocation

Steve Roberts

2016

No-Regret Learning and a Mechanism for Distributed Multiagent Planning

Jan-Peter Calliess

2016

Multi-Modal Image Retrieval with Random Walk on Multi-Layer Graphs

Xiaowen Dong

2016

Learning Laplacian Matrix in Smooth Graph Signal Representations

Xiaowen Dong

2016

The Future of Employment: How Susceptible are Jobs to Computerisation?


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2016

A Macine Learning Approach to the Prediction of Tidal Currents


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2016

Preconditioning Kernel Matrices


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2016

Bayesian Optimization for Probabilistic Programs


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2016

Glasses: Relieving the Myopia of Bayesian Optimisation


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2016

The Statistical Significance of Multivariate Hawkes Processes Fitted to Limit Order Book Data


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2016

Deviations in Expected Price Impact for Small Transaction Volumes Under Fee Restructuring


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2016

Using Real-Time Cluster Configurations of Streaming Asynchronous Features as Online State Decriptors in Financial Markets


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2016

Detecting Intraday Financial Market States Using Temporal Clustering


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2016

High-Speed Detection of Emergent Market Clustering via an Unsupervised Parallel Genetic Algorithm


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2016

Speculative Trading of Electricity Contracts in Interconnected Locations Energy Economics

Álvaro Cartea

2016

The signature of a rough path: Uniqueness


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2016

Characteristic Functions of Measures on Geometric Rough Paths


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2016

Discretely sampled signals and the rough Hoff process


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2016

Robust Trading of Implied Skew

Jan Obłój

2016

Path-Dependent and Randomized Strategies in Barberis’ Casino Gambling Model

Jan Obłój

2016

The Maximum Maximum of Martingales with given n Marginals

Jan Obłój

2016

The Incentives of Hedge Fund Fees and High-Water Marks

Jan Obłój

2016

Equity Crowdfunding: A New Phenomena

Nir Vulkan

2016

Herding in Equity Crowdfunding

Nir Vulkan

2016

Market Dominance in Bond and CDS Interdealer Networks


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2016

Extracting Predictive Information from Heterogeneous Data Streams Using Gaussian Processes

Steve Roberts

2016

System for Identifying, Monitoring and Ranking Incidents From Social Media

Xiaowen Dong

2015

How Market Ecology Explains Market Malfunction

Doyne Farmer

1989