408 citations · 423 across the 4 of their papers we have counts for
4 papers
Model Predictive Control For Trade Execution
Thomas P. McAuliffe, Samuel Liew, Yuchao Li +7
We address the problem of executing large client orders in continuous double-auction markets under time and liquidity constraints. We propose a model predictive control (MPC) frame…
HiPart: Hierarchical Divisive Clustering Toolbox
Panagiotis Anagnostou, Sotiris Tasoulis, Vassilis Plagianakos +1
This paper presents the HiPart package, an open-source native python library that provides efficient and interpret-able implementations of divisive hierarchical clustering algorith…
Sequential Monitoring of a Bernoulli Sequence when the Pre-change Parameter is Unknown
Gordon J. Ross, Dimitris K. Tasoulis, Niall M. Adams
The task of monitoring for a change in the mean of a sequence of Bernoulli random variables has been widely studied. However most existing approaches make at least one of the follo…
Exponentially Weighted Moving Average Charts for Detecting Concept Drift
Gordon J. Ross, Niall M. Adams, Dimitris K. Tasoulis +1
Classifying streaming data requires the development of methods which are computationally efficient and able to cope with changes in the underlying distribution of the stream, a phe…