31 citations · 63 across the 39 of their papers we have counts for
3 papers · 1 filter
Denoised Labels for Financial Time-Series Data via Self-Supervised Learning
Yanqing Ma, Carmine Ventre, Maria Polukarov
The introduction of electronic trading platforms effectively changed the organisation of traditional systemic trading from quote-driven markets into order-driven markets. Its conve…
Strong Approximations and Irrationality in Financial Networks with Financial Derivatives
Stavros D. Ioannidis, Bart de Keijzer, Carmine Ventre
Financial networks model a set of financial institutions (firms) interconnected by obligations. Recent work has introduced to this model a class of obligations called credit defaul…
The Efficient Hedging Frontier with Deep Neural Networks
Zheng Gong, Carmine Ventre, John O'Hara
The trade off between risks and returns gives rise to multi-criteria optimisation problems that are well understood in finance, efficient frontiers being the tool to navigate their…