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Stefan Zohren

Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies

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Oct 16, 2023
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JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading

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Aug 25, 2023
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Learning to Learn Financial Networks for Optimising Momentum Strategies

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Aug 23, 2023
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Generative AI for End-to-End Limit Order Book Modelling: A Token-Level Autoregressive Generative Model of Message Flow Using a Deep State Space Network

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Aug 23, 2023
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Network Momentum across Asset Classes

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Aug 22, 2023
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Robust Detection of Lead-Lag Relationships in Lagged Multi-Factor Models

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May 11, 2023
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Spatio-Temporal Momentum: Jointly Learning Time-Series and Cross-Sectional Strategies

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Feb 20, 2023
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Asynchronous Deep Double Duelling Q-Learning for Trading-Signal Execution in Limit Order Book Markets

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Jan 20, 2023
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On Sequential Bayesian Inference for Continual Learning

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Jan 04, 2023
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DeepVol: Volatility Forecasting from High-Frequency Data with Dilated Causal Convolutions

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Sep 23, 2022
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