4 papers
Macroeconomic Message Passing for Anticipating Foreign Exchange Regime Changes: A Deep Logical Learning Approach using Graph Tsetlin Machines
Christian Blakely, Melanie Gilmore
This paper introduces a graph-theoretic approach for predicting market regimes in foreign exchange (FX) currency prices. Specifically, the proposed model incorporates exogenous mac…
Symbolic Graph Intelligence: Hypervector Message Passing for Learning Graph-Level Patterns with Tsetlin Machines
Christian D. Blakely
We propose a multilayered symbolic framework for general graph classification that leverages sparse binary hypervectors and Tsetlin Machines. Each graph is encoded through structur…
High resolution microprice estimates from limit orderbook data using hyperdimensional vector Tsetlin Machines
Christian D. Blakely
We propose an error-correcting model for the microprice, a high-frequency estimator of future prices given higher order information of imbalances in the orderbook. The model takes…
Hyperdimensional Vector Tsetlin Machines with Applications to Sequence Learning and Generation
Christian D. Blakely
We construct a two-layered model for learning and generating sequential data that is both computationally fast and competitive with vanilla Tsetlin machines, adding numerous advant…