10 citations · 35 across the 8 of their papers we have counts for
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3 papers · 1 filter
q-fin.TR2020
Building Cross-Sectional Systematic Strategies By Learning to Rank
Daniel Poh, Bryan Lim, Stefan Zohren +1
The success of a cross-sectional systematic strategy depends critically on accurately ranking assets prior to portfolio construction. Contemporary techniques perform this ranking s…
cs.RO2020★ 10 cited
Tactile Object Pose Estimation from the First Touch with Geometric Contact Rendering
Maria Bauza, Eric Valls, Bryan Lim +2
In this paper, we present an approach to tactile pose estimation from the first touch for known objects. First, we create an object-agnostic map from real tactile observations to c…
q-fin.ST2020
Detecting Changes in Asset Co-Movement Using the Autoencoder Reconstruction Ratio
Bryan Lim, Stefan Zohren, Stephen Roberts
Detecting changes in asset co-movements is of much importance to financial practitioners, with numerous risk management benefits arising from the timely detection of breakdowns in…