11 citations · 11 across the 1 of their papers we have counts for
2 papers
cs.LG2022★ 11 cited
Simplicial Attention Networks
Christopher Wei Jin Goh, Cristian Bodnar, Pietro Liò
Graph representation learning methods have mostly been limited to the modelling of node-wise interactions. Recently, there has been an increased interest in understanding how highe…
q-fin.ST2020
Fear and Volatility in Digital Assets
Faizaan Pervaiz, Christopher Goh, Ashley Pennington +3
We show Bitcoin implied volatility on a 5 minute time horizon is modestly predictable from price, volatility momentum and alternative data including sentiment and engagement. Lagge…