activity
20172021
most citedStructural clustering of volatility regimes for dynamic trading strategies

27 citations · 46 across the 9 of their papers we have counts for

collaborators

10 papers

cs.LG2021

Learning from Demonstration without Demonstrations

Tom Blau, Gilad Francis, Philippe Morere

State-of-the-art reinforcement learning (RL) algorithms suffer from high sample complexity, particularly in the sparse reward case. A popular strategy for mitigating this problem i…

q-fin.ST2020★ 27 cited

Structural clustering of volatility regimes for dynamic trading strategies

Arjun Prakash, Nick James, Max Menzies +1

We develop a new method to find the number of volatility regimes in a nonstationary financial time series by applying unsupervised learning to its volatility structure. We use chan…

cs.LG2020★ 5 cited

Reinforcement Learning with Probabilistically Complete Exploration

Philippe Morere, Gilad Francis, Tom Blau +1

Balancing exploration and exploitation remains a key challenge in reinforcement learning (RL). State-of-the-art RL algorithms suffer from high sample complexity, particularly in th…

cs.RO2019★ 4 cited

OCTNet: Trajectory Generation in New Environments from Past Experiences

Weiming Zhi, Tin Lai, Lionel Ott +2

Being able to safely operate for extended periods of time in dynamic environments is a critical capability for autonomous systems. This generally involves the prediction and unders…

cs.RO2019

Bayesian Local Sampling-based Planning

Tin Lai, Philippe Morere, Fabio Ramos +1

Sampling-based planning is the predominant paradigm for motion planning in robotics. Most sampling-based planners use a global random sampling scheme to guarantee probabilistic com…

cs.RO2018★ 3 cited

Balancing Global Exploration and Local-connectivity Exploitation with Rapidly-exploring Random disjointed-Trees

Tin Lai, Fabio Ramos, Gilad Francis

Sampling efficiency in a highly constrained environment has long been a major challenge for sampling-based planners. In this work, we propose Rapidly-exploring Random disjointed-Tr…

cs.RO2018

Functional Path Optimisation for Exploration in Continuous Occupancy Maps

Gilad Francis, Lionel Ott, Fabio Ramos

Autonomous exploration is a complex task where the robot moves through an unknown environment with the goal of mapping it. The desired output of such a process is a sequence of pat…

cs.RO2017★ 3 cited

Stochastic Functional Gradient Path Planning in Occupancy Maps

Gilad Francis, Lionel Ott, Fabio Ramos

Planning safe paths is a major building block in robot autonomy. It has been an active field of research for several decades, with a plethora of planning methods. Planners can be g…

cs.RO2017★ 2 cited

Occupancy Map Building through Bayesian Exploration

Gilad Francis, Lionel Ott, Roman Marchant +1

We propose a novel holistic approach for safe autonomous exploration and map building based on constrained Bayesian optimisation. This method finds optimal continuous paths instead…

cs.RO2017★ 2 cited

Stochastic Functional Gradient for Motion Planning in Continuous Occupancy Maps

Gilad Francis, Lionel Ott, Fabio Ramos

Safe path planning is a crucial component in autonomous robotics. The many approaches to find a collision free path can be categorically divided into trajectory optimisers and samp…