1 citations · 1 across the 3 of their papers we have counts for
10 papers
Capturing Intransitive Dominance in Tennis Forecasting: A Graph Neural Network Approach
Lawrence Clegg, John Cartlidge
Intransitive player dominance, where player A beats B, B beats C, but C beats A, is common in competitive tennis. Yet, there are few known attempts to incorporate it within forecas…
VMDNet: Temporal Leakage-Free Variational Mode Decomposition for Electricity Demand Forecasting
Weibin Feng, Ran Tao, John Cartlidge +1
Accurate electricity demand forecasting is challenging due to the strong multi-periodicity of real-world demand series, which makes effective modeling of recurrent temporal pattern…
Improving Bayesian Optimization for Portfolio Management with an Adaptive Scheduling
Zinuo You, John Cartlidge, Karen Elliott +2
Existing black-box portfolio management systems are prevalent in the financial industry due to commercial and safety constraints, though their performance can fluctuate dramaticall…
Systemic Risk in DeFi: A Network-Based Fragility Analysis of TVL Dynamics
Shiyu Zhang, Zining Wang, Jin Zheng +1
Systemic risk refers to the overall vulnerability arising from the high degree of interconnectedness and interdependence within the financial system. In the rapidly developing dece…
BondBERT: What we learn when assigning sentiment in the bond market
Toby Barter, Zheng Gao, Eva Christodoulaki +2
Bond markets respond differently to macroeconomic news compared to equity markets, yet most sentiment models are trained primarily on general financial or equity news data. However…
How Wide and How Deep? Mitigating Over-Squashing of GNNs via Channel Capacity Constrained Estimation
Zinuo You, Jin Zheng, John Cartlidge
Existing graph neural networks typically rely on heuristic choices for hidden dimensions and propagation depths, which often lead to severe information loss during propagation, kno…