Option Volume Imbalance as a predictor for equity market returns
Michael, N
Cucuringu, M
Howison, S
(23 Jan 2022)
Co-trading networks for modeling dynamic interdependency structures and estimating high-dimensional covariances in US equity markets
Lu, Y
Reinert, G
Cucuringu, M
(18 Feb 2023)
OFTER: An Online Pipeline for Time Series Forecasting
Michael, N
Cucuringu, M
Howison, S
OFTER: An Online Pipeline for Time Series Forecasting
Michael, N
Cucuringu, M
Howison, S
(07 Apr 2023)
The Good, the Bad, and Latency: Exploratory Trading on Bybit and Binance
Albers, J
Cucuringu, M
Howison, S
Shestopaloff, A
The Bouncy Particle Sampler: A Non-Reversible Rejection-Free Markov Chain Monte Carlo Method
Bouchard-Côté, A
Vollmer, S
Doucet, A
(08 Oct 2015)
Piecewise Deterministic Markov Processes for Scalable Monte Carlo on Restricted Domains
Bierkens, J
Bouchard-Côté, A
Doucet, A
Duncan, A
Fearnhead, P
Lienart, T
Roberts, G
Vollmer, S
(16 Jan 2017)
Hamiltonian Variational Auto-Encoder
Caterini, A
Doucet, A
Sejdinovic, D
(29 May 2018)
Large Scale Tensor Regression using Kernels and Variational Inference
Hu, R
Nicholls, G
Sejdinovic, D
(11 Feb 2020)
Variational Inference with Continuously-Indexed Normalizing Flows
Caterini, A
Cornish, R
Sejdinovic, D
Doucet, A
(10 Jul 2020)