249 citations · 586 across the 43 of their papers we have counts for
5 papers · 1 filter
Gated Graph Neural Networks for Learning Hidden Independent Cascade Dynamics
Anubha Goel, Illia Oleksiienko, Mateusz Wilinski +2
Information and infectious diseases spread through social networks, but the spreading probabilities driving them are hard to estimate without per-node activation times. Application…
UQ-LOB: Uncertainty-Aware Limit Order Book Mid-Price Forecasting
Derrick Gilchrist Edward Manoharan, Eljas Linna, Kestutis Baltakys +2
Forecasting short-horizon mid-price movements from limit order book (LOB) data is central to algorithmic trading, yet most deep LOB forecasters are point predictors: they output a…
Repurposing Deep Limit Order Book Forecasting for Scenario-Conditioned Market Impact Modeling
Eljas Linna, Kestutis Baltakys, Derrick Manoharan +2
Deep Limit Order Book forecasting models capture nonlinear market dynamics, but their ability to quantify the effects of counterfactual order book messages has not been systematica…
Topology-Aware Gaussian Graph Repair for Robust Graph Neural Networks
Anubha Goel, Juho Kanniainen
Graph neural networks have achieved strong performance on graph-structured data, but their effectiveness depends heavily on the quality of the observed graph. In real applications,…
Class of topological portfolios: Are they better than classical portfolios?
Anubha Goel, Amita Sharma, Juho Kanniainen
Topological Data Analysis (TDA), an emerging field in investment sciences, harnesses mathematical methods to extract data features based on shape, offering a promising alternative…