
Fast AgentBased Simulation Framework of Limit Order Books with Applications to ProRata Markets and the Study of Latency Effects
We introduce a new software toolbox, called MultiAgent eXchange Environ...
read it

Deep Learning for Portfolio Optimisation
We adopt deep learning models to directly optimise the portfolio Sharpe ...
read it

Time Series Forecasting With Deep Learning: A Survey
Numerous deep learning architectures have been developed to accommodate ...
read it

A Maximum Entropy approach to Massive Graph Spectra
Graph spectral techniques for measuring graph similarity, or for learnin...
read it

Indian Buffet Neural Networks for Continual Learning
We place an Indian Buffet Process (IBP) prior over the neural structure ...
read it

Deep Reinforcement Learning for Trading
We adopt Deep Reinforcement Learning algorithms to design trading strate...
read it

MEMe: An Accurate Maximum Entropy Method for Efficient Approximations in LargeScale Machine Learning
Efficient approximation lies at the heart of largescale machine learnin...
read it

Populationbased Global Optimisation Methods for Learning Longterm Dependencies with RNNs
Despite recent innovations in network architectures and loss functions, ...
read it

Enhancing Time Series Momentum Strategies Using Deep Neural Networks
While time series momentum is a wellstudied phenomenon in finance, comm...
read it

Recurrent Neural Filters: Learning Independent Bayesian Filtering Steps for Time Series Prediction
Despite the recent popularity of deep generative state space models, few...
read it

Practical Bayesian Learning of Neural Networks via Adaptive Subgradient Methods
We introduce a novel framework for the estimation of the posterior distr...
read it

Entropic Spectral Learning in Large Scale Networks
We present a novel algorithm for learning the spectral density of large ...
read it

Gradient descent in Gaussian random fields as a toy model for highdimensional optimisation in deep learning
In this paper we model the loss function of highdimensional optimizatio...
read it
Stefan Zohren
is this you? claim profile