no code implementations • 16 Aug 2021 • Artur Sokolovsky, David Hare, Jorn Mehnen
This often leads to complex and convoluted signal processing pipeline designs, which are computationally demanding and cannot be deployed in the Edge devices.
no code implementations • 23 Mar 2021 • Artur Sokolovsky, Luca Arnaboldi, Jaume Bacardit, Thomas Gross
In this study, we propose a volume-price-based market representation for making financial time series more suitable for machine learning pipelines.
no code implementations • 21 Sep 2020 • Artur Sokolovsky, Luca Arnaboldi
This work is one of the first in applying this rigorous statistically-backed approach to the field of financial markets and we hope this may be a springboard for more research.