Machine learning

Projects

Programmes

Publications and software

Research publications

Statistical Predictions of Trading Strategies in Electronic Markets

We build statistical models to describe how market participants choose the direction, price, and...

Cartea, Álvaro and Cohen, Samuel N. and Graumans, Rob and Labyad, Saad and Sánchez-Betancourt, Leandro and van Veldhuijzen, Leon, Statistical Predictions of Trading Strategies in Electronic Markets (May 9, 2023). Available at SSRN: https://ssrn.com/abstract=4442770 or http://dx.doi.org/10.2139/ssrn.4442770
Research publications

Polygonal Unadjusted Langevin Algorithms

Polygonal Unadjusted Langevin Algorithms: Creating stable and efficient adaptive algorithms for neural networks. Lim, D-Y. & Sabanis, S. 2021. arXiv:2105.13937 [cs.LG]

Articles

Events

Impact stories

Interest groups

People