Search Results for author: Anthony G. Constantinides

Found 4 papers, 1 papers with code

Pearl: Parallel Evolutionary and Reinforcement Learning Library

1 code implementation24 Jan 2022 Rohan Tangri, Danilo P. Mandic, Anthony G. Constantinides

Reinforcement learning is increasingly finding success across domains where the problem can be represented as a Markov decision process.

reinforcement-learning Reinforcement Learning (RL)

Graph Theory for Metro Traffic Modelling

no code implementations11 May 2021 Bruno Scalzo Dees, Yao Lei Xu, Anthony G. Constantinides, Danilo P. Mandic

Finally, we also explore the application of modern deep learning models, such as graph neural networks and hyper-graph neural networks, as general purpose models for the modelling and forecasting of underground data, especially in the context of the morning and evening rush hours.

Management

Graph Signal Processing -- Part III: Machine Learning on Graphs, from Graph Topology to Applications

no code implementations2 Jan 2020 Ljubisa Stankovic, Danilo Mandic, Milos Dakovic, Milos Brajovic, Bruno Scalzo, Shengxi Li, Anthony G. Constantinides

Many modern data analytics applications on graphs operate on domains where graph topology is not known a priori, and hence its determination becomes part of the problem definition, rather than serving as prior knowledge which aids the problem solution.

BIG-bench Machine Learning

Portfolio Cuts: A Graph-Theoretic Framework to Diversification

no code implementations12 Oct 2019 Bruno Scalzo Dees, Ljubisa Stankovic, Anthony G. Constantinides, Danilo P. Mandic

Investment returns naturally reside on irregular domains, however, standard multivariate portfolio optimization methods are agnostic to data structure.

Physical Intuition Portfolio Optimization

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