104 citations · 171 across the 9 of their papers we have counts for
9 papers
GO-LDA: Generalised Optimal Linear Discriminant Analysis
Jiahui Liu, Xiaohao Cai, Mahesan Niranjan
Linear discriminant analysis (LDA) has been a useful tool in pattern recognition and data analysis research and practice. While linearity of class boundaries cannot always be expec…
Long short-term memory networks and laglasso for bond yield forecasting: Peeping inside the black box
Manuel Nunes, Enrico Gerding, Frank McGroarty +1
Modern decision-making in fixed income asset management benefits from intelligent systems, which involve the use of state-of-the-art machine learning models and appropriate methodo…
Construction of Minimum Spanning Trees from Financial Returns using Rank Correlation
Tristan Millington, Mahesan Niranjan
The construction of minimum spanning trees (MSTs) from correlation matrices is an often used method to study relationships in the financial markets. However most of the work on thi…
FMix: Enhancing Mixed Sample Data Augmentation
Ethan Harris, Antonia Marcu, Matthew Painter +3
Mixed Sample Data Augmentation (MSDA) has received increasing attention in recent years, with many successful variants such as MixUp and CutMix. By studying the mutual information…
A Variational Autoencoder for Probabilistic Non-Negative Matrix Factorisation
Steven Squires, Adam Prügel Bennett, Mahesan Niranjan
We introduce and demonstrate the variational autoencoder (VAE) for probabilistic non-negative matrix factorisation (PAE-NMF). We design a network which can perform non-negative mat…
A numerical measure of the instability of Mapper-type algorithms
Francisco Belchí, Jacek Brodzki, Matthew Burfitt +1
Mapper is an unsupervised machine learning algorithm generalising the notion of clustering to obtain a geometric description of a dataset. The procedure splits the data into possib…