67 citations · 146 across the 27 of their papers we have counts for
8 papers · 1 filter
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…
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.…
Deep Reinforcement Learning for Trading
Zihao Zhang, Stefan Zohren, Stephen Roberts
We adopt Deep Reinforcement Learning algorithms to design trading strategies for continuous futures contracts. Both discrete and continuous action spaces are considered and volatil…
Extending Deep Learning Models for Limit Order Books to Quantile Regression
Zihao Zhang, Stefan Zohren, Stephen Roberts
We showcase how Quantile Regression (QR) can be applied to forecast financial returns using Limit Order Books (LOBs), the canonical data source of high-frequency financial time-ser…
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…
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…