3 papers
q-fin.TR2026
Deep Learning for Financial Time Series: A Large-Scale Benchmark of Risk-Adjusted Performance
Adir Saly-Kaufmann, Kieran Wood, Jan Peter-Calliess +1
We present a large scale benchmark of modern deep learning architectures for a financial time series prediction and position sizing task, with a primary focus on Sharpe ratio optim…
q-fin.TR2026
DeePM: Regime-Robust Deep Learning for Systematic Macro Portfolio Management
Kieran Wood, Stephen J. Roberts, Stefan Zohren
We propose DeePM (Deep Portfolio Manager), a structured deep-learning macro portfolio manager trained end-to-end to maximize a robust, risk-adjusted utility. DeePM addresses three…
gr-qc2024
Black Holes in Multi-Metric Gravity II: Hairy Solutions and Linear Stability of the Non- and Partially Proportional Branches
Kieran Wood, Paul M. Saffin, Anastasios Avgoustidis
Owing to our work in part I of this series of papers, it is understood that the analytically known black hole solutions in the theory of ghost free multi-metric gravity can be spli…