activity
20172023
most citedDeepLOB: Deep Convolutional Neural Networks for Limit Order Books

292 citations · 760 across the 55 of their papers we have counts for

collaborators
Showing 2019Show all

17 papers · 1 filter

stat.ML2019

A Maximum Entropy approach to Massive Graph Spectra

Diego Granziol, Robin Ru, Stefan Zohren +3

Graph spectral techniques for measuring graph similarity, or for learning the cluster number, require kernel smoothing. The choice of kernel function and bandwidth are typically ch…

stat.ML2019★ 3 cited

Deep Curvature Suite

Diego Granziol, Xingchen Wan, Timur Garipov

We present MLRG Deep Curvature suite, a PyTorch-based, open-source package for analysis and visualisation of neural network curvature and loss landscape. Despite of providing rich…

stat.ML2019★ 10 cited

Hierarchical Indian Buffet Neural Networks for Bayesian Continual Learning

Samuel Kessler, Vu Nguyen, Stefan Zohren +1

We place an Indian Buffet process (IBP) prior over the structure of a Bayesian Neural Network (BNN), thus allowing the complexity of the BNN to increase and decrease automatically.…

cs.LG2019★ 7 cited

Safety Guarantees for Planning Based on Iterative Gaussian Processes

Kyriakos Polymenakos, Luca Laurenti, Andrea Patane +5

Gaussian Processes (GPs) are widely employed in control and learning because of their principled treatment of uncertainty. However, tracking uncertainty for iterative, multi-step p…

q-fin.CP2019★ 12 cited

Deep Reinforcement Learning for Trading

Zihao Zhang, Stefan Zohren, Stephen Roberts

We adopt Deep Reinforcement Learning algorithms to design trading strategies for continuous futures contracts. Both discrete and continuous action spaces are considered and volatil…

cs.LG2019

Regularising Deep Networks with Deep Generative Models

Matthew Willetts, Alexander Camuto, Stephen Roberts +1

We develop a new method for regularising neural networks. We learn a probability distribution over the activations of all layers of the model and then insert imputed values into th…