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20182026
most citedSentiment Correlation in Financial News Networks and Associated Market Movements

67 citations · 147 across the 28 of their papers we have counts for

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Showing 2019 · stat.MLShow all

6 papers · 2 filters

stat.ML2019

A Maximum Entropy approach to Massive Graph Spectra

Diego Granziol, Robin Ru, Stefan Zohren +3

Graph spectral techniques for measuring graph similarity, or for learning the cluster number, require kernel smoothing. The choice of kernel function and bandwidth are typically ch…

stat.ML2019

Hierarchical Indian Buffet Neural Networks for Bayesian Continual Learning

Samuel Kessler, Vu Nguyen, Stefan Zohren +1

We place an Indian Buffet process (IBP) prior over the structure of a Bayesian Neural Network (BNN), thus allowing the complexity of the BNN to increase and decrease automatically.…

stat.ML2019★ 21 cited

MEMe: An Accurate Maximum Entropy Method for Efficient Approximations in Large-Scale Machine Learning

Diego Granziol, Binxin Ru, Stefan Zohren +3

Efficient approximation lies at the heart of large-scale machine learning problems. In this paper, we propose a novel, robust maximum entropy algorithm, which is capable of dealing…

stat.ML2019

Population-based Global Optimisation Methods for Learning Long-term Dependencies with RNNs

Bryan Lim, Stefan Zohren, Stephen Roberts

Despite recent innovations in network architectures and loss functions, training RNNs to learn long-term dependencies remains difficult due to challenges with gradient-based optimi…

stat.ML2019

Enhancing Time Series Momentum Strategies Using Deep Neural Networks

Bryan Lim, Stefan Zohren, Stephen Roberts

While time series momentum is a well-studied phenomenon in finance, common strategies require the explicit definition of both a trend estimator and a position sizing rule. In this…

stat.ML2019

Recurrent Neural Filters: Learning Independent Bayesian Filtering Steps for Time Series Prediction

Bryan Lim, Stefan Zohren, Stephen Roberts

Despite the recent popularity of deep generative state space models, few comparisons have been made between network architectures and the inference steps of the Bayesian filtering…