3 citations · 8 across the 10 of their papers we have counts for
3 papers · 1 filter
Interpretable Spectral Variational AutoEncoder (ISVAE) for time series clustering
Óscar Jiménez Rama, Fernando Moreno-Pino, David Ramírez +1
The best encoding is the one that is interpretable in nature. In this work, we introduce a novel model that incorporates an interpretable bottleneck-termed the Filter Bank (FB)-at…
Deep Attentive Survival Analysis in Limit Order Books: Estimating Fill Probabilities with Convolutional-Transformers
Alvaro Arroyo, Alvaro Cartea, Fernando Moreno-Pino +1
One of the key decisions in execution strategies is the choice between a passive (liquidity providing) or an aggressive (liquidity taking) order to execute a trade in a limit order…
Sleep Activity Recognition and Characterization from Multi-Source Passively Sensed Data
María Martínez-García, Fernando Moreno-Pino, Pablo M. Olmos +1
Sleep constitutes a key indicator of human health, performance, and quality of life. Sleep deprivation has long been related to the onset, development, and worsening of several men…