172 citations
- University of OxfordGB25 papers
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4 papers · 1 filter
Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies
Kieran Wood, Samuel Kessler, Stephen J. Roberts +1
Forecasting models for systematic trading strategies do not adapt quickly when financial market conditions rapidly change, as was seen in the advent of the COVID-19 pandemic in 202…
Spatio-Temporal Momentum: Jointly Learning Time-Series and Cross-Sectional Strategies
Wee Ling Tan, Stephen Roberts, Stefan Zohren
We introduce Spatio-Temporal Momentum strategies, a class of models that unify both time-series and cross-sectional momentum strategies by trading assets based on their cross-secti…
A new twist on PIFE: photoisomerisation-related fluorescence enhancement
Evelyn Ploetz, Benjamin Ambrose, Anders Barth +12
PIFE was first used as an acronym for protein-induced fluorescence enhancement, which refers to the increase in fluorescence observed upon the interaction of a fluorophore, such as…
Machine Learning Benchmarks for the Classification of Equivalent Circuit Models from Electrochemical Impedance Spectra
Joachim Schaeffer, Paul Gasper, Esteban Garcia-Tamayo +10
Analysis of Electrochemical Impedance Spectroscopy (EIS) data for electrochemical systems often consists of defining an Equivalent Circuit Model (ECM) using expert knowledge and th…