283 citations · 802 across the 44 of their papers we have counts for
6 papers · 1 filter
Consensus formation on heterogeneous networks
Edoardo Fadda, Junda He, Claudio Tessone +1
Reaching consensus -- a macroscopic state where the system constituents display the same microscopic state -- is a necessity in multiple complex socio-technical and techno-economic…
Reinforcement Learning for Systematic FX Trading
Gabriel Borrageiro, Nick Firoozye, Paolo Barucca
We explore online inductive transfer learning, with a feature representation transfer from a radial basis function network formed of Gaussian mixture model hidden processing units…
A generative model for age and income distribution
Fatih Ozhamaratli, Oleg Kitov, Paolo Barucca
Each individual in society experiences an evolution of their income during their lifetime. Macroscopically, this dynamics creates a statistical relationship between age and income…
Stochastic Recurrent Neural Network for Multistep Time Series Forecasting
Zexuan Yin, Paolo Barucca
Time series forecasting based on deep architectures has been gaining popularity in recent years due to their ability to model complex non-linear temporal dynamics. The recurrent ne…
The Physics of Financial Networks
Marco Bardoscia, Paolo Barucca, Stefano Battiston +6
The field of Financial Networks is a paramount example of the novel applications of Statistical Physics that have made possible by the present data revolution. As the total value o…
Online Learning with Radial Basis Function Networks
Gabriel Borrageiro, Nick Firoozye, Paolo Barucca
Financial time series are characterised by their nonstationarity and autocorrelation. Even if these time series are differenced, technically ensuring their stationarity, they exper…