no code implementations • 11 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.
no code implementations • 24 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.
no code implementations • 12 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.
no code implementations • 6 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.