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Stephen Roberts

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

Jun 18, 2021
Kieran Wood, Stephen Roberts, Stefan Zohren

* minor corrections, strategy comparison for 2015-2020 made more robust by repeated trials

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Can convolutional ResNets approximately preserve input distances? A frequency analysis perspective

Jun 17, 2021
Lewis Smith, Joost van Amersfoort, Haiwen Huang, Stephen Roberts, Yarin Gal

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* Main paper 10 pages including references, appendix 10 pages. 7 figures and 6 tables including appendix

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Augmented World Models Facilitate Zero-Shot Dynamics Generalization From a Single Offline Environment

Apr 12, 2021
Philip J. Ball, Cong Lu, Jack Parker-Holder, Stephen Roberts

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* To be presented as a Spotlight at the "Self-Supervision for Reinforcement Learning Workshop" @ ICLR 2021

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Adversarial Robustness Guarantees for Gaussian Processes

Apr 07, 2021
Andrea Patane, Arno Blaas, Luca Laurenti, Luca Cardelli, Stephen Roberts, Marta Kwiatkowska

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* Submitted for publication

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Building Cross-Sectional Systematic Strategies By Learning to Rank

Dec 13, 2020
Daniel Poh, Bryan Lim, Stefan Zohren, Stephen Roberts

* 12 pages, 3 figures

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