activity
20182026
most citedA Meta-Method for Portfolio Management Using Machine Learning for Adaptive Strategy Selection

6 citations · 9 across the 14 of their papers we have counts for

collaborators

14 papers

cs.LG2026

Using Seismic Statistical Features and VQ-VAE to Improve Spatiotemporal Seismicity Predictability

Wei Quan, Denise Gorse

In this paper we build upon a previous study in which we demonstrated, using XGBoost and earthquake catalogue data from Japan and Chile, that a set of 60 seismic statistical featur…

physics.flu-dyn2025

Predicting liquid properties and behavior via droplet pinch-off and machine learning

Jingtao Wang, Qiwei Chen, C Ricardo Constante-Amores +3

Here we demonstrate that the time-evolving interface observed during droplet formation, and consequently the resulting morphology nearing pinch-off, encode sufficient physical info…

cs.CE2023

Multi-Period Portfolio Optimisation Using a Regime-Switching Predictive Framework

Piotr Pomorski, Denise Gorse

Regime-switching poses both problems and opportunities for portfolio managers. If a switch in the behaviour of the markets is not quickly detected it can be a source of loss, since…

q-fin.TR2022

Axial-LOB: High-Frequency Trading with Axial Attention

Damian Kisiel, Denise Gorse

Previous attempts to predict stock price from limit order book (LOB) data are mostly based on deep convolutional neural networks. Although convolutions offer efficiency by restrict…

cs.NE2022

A Novel Multi-Objective Velocity-Free Boolean Particle Swarm Optimization

Wei Quan, Denise Gorse

This paper extends boolean particle swarm optimization to a multi-objective setting, to our knowledge for the first time in the literature. Our proposed new boolean algorithm, MBOn…

cs.LG2022

ASTra: A Novel Algorithm-Level Approach to Imbalanced Classification

David Twomey, Denise Gorse

We propose a novel output layer activation function, which we name ASTra (Asymmetric Sigmoid Transfer function), which makes the classification of minority examples, in scenarios o…