67 citations · 147 across the 28 of their papers we have counts for
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cs.CE2022★ 1 cited
Understanding stock market instability via graph auto-encoders
Dragos Gorduza, Xiaowen Dong, Stefan Zohren
Understanding stock market instability is a key question in financial management as practitioners seek to forecast breakdowns in asset co-movements which expose portfolios to rapid…
q-fin.TR2022★ 1 cited
Transfer Ranking in Finance: Applications to Cross-Sectional Momentum with Data Scarcity
Daniel Poh, Stephen Roberts, Stefan Zohren
Cross-sectional strategies are a classical and popular trading style, with recent high performing variants incorporating sophisticated neural architectures. While these strategies…