Search Results for author: Bruno Scalzo Dees

Found 4 papers, 0 papers with code

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

Robust Principal Component Analysis Based On Maximum Correntropy Power Iterations

no code implementations24 Oct 2019 Jean P. Chereau, Bruno Scalzo Dees, Danilo P. Mandic

Principal component analysis (PCA) is recognised as a quintessential data analysis technique when it comes to describing linear relationships between the features of a dataset.

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

Analysing Global Fixed Income Markets with Tensors

no code implementations6 Aug 2019 Bruno Scalzo Dees

Global fixed income returns span across multiple maturities and economies, that is, they naturally reside on multi-dimensional data structures referred to as tensors.

Management

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