28 citations · 74 across the 10 of their papers we have counts for
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cs.CE2022★ 1 cited
Sequential asset ranking in nonstationary time series
Gabriel Borrageiro
We create a ranking algorithm, the naive Bayes asset ranker. Our algorithm computes the posterior probability that individual assets will be ranked higher than other portfolio cons…
cs.CE2021★ 1 cited
Online Learning with Radial Basis Function Networks
Gabriel Borrageiro, Nick Firoozye, Paolo Barucca
Financial time series are characterised by their nonstationarity and autocorrelation. Even if these time series are differenced, technically ensuring their stationarity, they exper…