2 papers
q-fin.CP2018
DeepLOB: Deep Convolutional Neural Networks for Limit Order Books
Zihao Zhang, Stefan Zohren, Stephen Roberts
We develop a large-scale deep learning model to predict price movements from limit order book (LOB) data of cash equities. The architecture utilises convolutional filters to captur…
quant-ph2018
Quantum codes from classical graphical models
Joschka Roffe, Stefan Zohren, Dominic Horsman +1
We introduce a new graphical framework for designing quantum error correction codes based on classical principles. A key feature of this graphical language, over previous approache…