61 citations · 67 across the 6 of their papers we have counts for
7 papers
Taming the Greeks: Option Portfolios with Inductive Biases
Wee Ling Tan, Stephen Roberts, Stefan Zohren
We present an end-to-end deep learning framework for systematic options trading that directly embeds hedging behavior through explicit control of portfolio-level risk exposures. Wh…
Toward Expert Investment Teams:A Multi-Agent LLM System with Fine-Grained Trading Tasks
Kunihiro Miyazaki, Takanobu Kawahara, Stephen Roberts +1
The advancement of large language models (LLMs) has accelerated the development of autonomous financial trading systems. While mainstream approaches deploy multi-agent systems mimi…
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…
Deep Learning for Options Trading: An End-To-End Approach
Wee Ling Tan, Stephen Roberts, Stefan Zohren
We introduce a novel approach to options trading strategies using a highly scalable and data-driven machine learning algorithm. In contrast to traditional approaches that often req…
Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies
Kieran Wood, Samuel Kessler, Stephen J. Roberts +1
Forecasting models for systematic trading strategies do not adapt quickly when financial market conditions rapidly change, as was seen in the advent of the COVID-19 pandemic in 202…
On statistical arbitrage under a conditional factor model of equity returns
Trent Spears, Stefan Zohren, Stephen Roberts
We consider a conditional factor model for a multivariate portfolio of United States equities in the context of analysing a statistical arbitrage trading strategy. A state space fr…
A Direct Mapping of Max k-SAT and High Order Parity Checks to a Chimera Graph
Nicholas Chancellor, Stefan Zohren, Paul A. Warburton +2
We demonstrate a direct mapping of max k-SAT problems (and weighted max k-SAT) to a Chimera graph, which is the non-planar hardware graph of the devices built by D-Wave Systems Inc…