3 citations · 3 across the 3 of their papers we have counts for
3 papers
PRIME: A Price-Reverting Impact Model of a cryptocurrency Exchange
Christopher J. Cho, Timothy J. Norman, Manuel Nunes
In a financial exchange, market impact is a measure of the price change of an asset following a transaction. This is an important element of market microstructure, which determines…
Long short-term memory networks and laglasso for bond yield forecasting: Peeping inside the black box
Manuel Nunes, Enrico Gerding, Frank McGroarty +1
Modern decision-making in fixed income asset management benefits from intelligent systems, which involve the use of state-of-the-art machine learning models and appropriate methodo…
Action-conditioned Benchmarking of Robotic Video Prediction Models: a Comparative Study
Manuel Serra Nunes, Atabak Dehban, Plinio Moreno +1
A defining characteristic of intelligent systems is the ability to make action decisions based on the anticipated outcomes. Video prediction systems have been demonstrated as a sol…