1 citations · 1 across the 7 of their papers we have counts for
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math.PR2024
Elo Ratings in the Presence of Intransitivity
Adam H. Hamilton, Matthew Roughan, Anna Kalenkova
This paper studies how the Elo rating system behaves when the underlying modelling assumptions are not met.
q-fin.ST2024★ 1 cited
Enhancing Causal Discovery in Financial Networks with Piecewise Quantile Regression
Cameron Cornell, Lewis Mitchell, Matthew Roughan
Financial networks can be constructed using statistical dependencies found within the price series of speculative assets. Across the various methods used to infer these networks, t…
cs.NE2024
Modified CMA-ES Algorithm for Multi-Modal Optimization: Incorporating Niching Strategies and Dynamic Adaptation Mechanism
Wathsala Karunarathne, Indu Bala, Dikshit Chauhan +2
This study modifies the Covariance Matrix Adaptation Evolution Strategy (CMA-ES) algorithm for multi-modal optimization problems. The enhancements focus on addressing the challenge…