1.4k citations · 3.2k across the 73 of their papers we have counts for
80 papers
Convex Quaternion Optimization for Signal Processing: Theory and Applications
Shuning Sun, Qiankun Diao, Dongpo Xu +2
Convex optimization methods have been extensively used in the fields of communications and signal processing. However, the theory of quaternion optimization is currently not as ful…
Complexity-based Financial Stress Evaluation
Hongjian Xiao, Yao Lei Xu, Danilo P. Mandic
Financial markets typically exhibit dynamically complex properties as they undergo continuous interactions with economic and environmental factors. The Efficient Market Hypothesis…
Pearl: Parallel Evolutionary and Reinforcement Learning Library
Rohan Tangri, Danilo P. Mandic, Anthony G. Constantinides
Reinforcement learning is increasingly finding success across domains where the problem can be represented as a Markov decision process. Evolutionary computation algorithms have al…
HOTTBOX: Higher Order Tensor ToolBOX
Ilya Kisil, Giuseppe G. Calvi, Bruno S. Dees +1
HOTTBOX is a Python library for exploratory analysis and visualisation of multi-dimensional arrays of data, also known as tensors. The library includes methods ranging from standar…
Learning to Classify and Imitate Trading Agents in Continuous Double Auction Markets
Mahmoud Mahfouz, Tucker Balch, Manuela Veloso +1
Continuous double auctions such as the limit order book employed by exchanges are widely used in practice to match buyers and sellers of a variety of financial instruments. In this…
Bayesian autoregressive spectral estimation
Alejandro Cuevas, Sebastián López, Danilo Mandic +1
Autoregressive (AR) time series models are widely used in parametric spectral estimation (SE), where the power spectral density (PSD) of the time series is approximated by that of…