3 citations · 3 across the 2 of their papers we have counts for
3 papers
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…
Catching Cheats: Detecting Strategic Manipulation in Distributed Optimisation of Electric Vehicle Aggregators
Alvaro Perez-Diaz, Enrico Gerding, Frank McGroarty
Given the rapid rise of electric vehicles (EVs) worldwide, and the ambitious targets set for the near future, the management of large EV fleets must be seen as a priority. Specific…
Signal Diffusion Mapping: Optimal Forecasting with Time Varying Lags
Paul Gaskell, Frank McGroarty, Thanassis Tiropanis
We introduce a new methodology for forecasting which we call Signal Diffusion Mapping. Our approach accommodates features of real world financial data which have been ignored histo…