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