2 code implementations • 16 Mar 2024 • Krzysztof Kacprzyk, Samuel Holt, Jeroen Berrevoets, Zhaozhi Qian, Mihaela van der Schaar
Above all, we consider the introduction of a completely new type of solution to be our most important contribution as it may spark entirely new innovations in treatment effects in general.
no code implementations • 12 Feb 2024 • Thomas Pouplin, Hao Sun, Samuel Holt, Mihaela van der Schaar
Large Language Models (LLMs) have demonstrated their strong ability to assist people and show "sparks of intelligence".
1 code implementation • 1 Feb 2024 • Alex J. Chan, Hao Sun, Samuel Holt, Mihaela van der Schaar
Reinforcement Learning from Human Feedback (RLHF) has been credited as the key advance that has allowed Large Language Models (LLMs) to effectively follow instructions and produce useful assistance.
2 code implementations • 30 Dec 2023 • Samuel Holt, Zhaozhi Qian, Mihaela van der Schaar
Symbolic regression (SR) aims to discover concise closed-form mathematical equations from data, a task fundamental to scientific discovery.
1 code implementation • 2 Oct 2023 • Samuel Holt, Max Ruiz Luyten, Mihaela van der Schaar
Transformer-based large language models (LLMs) are constrained by the fixed context window of the underlying transformer architecture, hindering their ability to produce long and coherent outputs.
Ranked #3 on Code Generation on HumanEval
2 code implementations • 24 Feb 2023 • Samuel Holt, Alihan Hüyük, Zhaozhi Qian, Hao Sun, Mihaela van der Schaar
Many real-world offline reinforcement learning (RL) problems involve continuous-time environments with delays.
2 code implementations • 10 Jun 2022 • Samuel Holt, Zhaozhi Qian, Mihaela van der Schaar
Neural Ordinary Differential Equations model dynamical systems with ODEs learned by neural networks.
1 code implementation • 29 Oct 2020 • Faizaan Pervaiz, Christopher Goh, Ashley Pennington, Samuel Holt, James West, Shaun Ng
We show Bitcoin implied volatility on a 5 minute time horizon is modestly predictable from price, volatility momentum and alternative data including sentiment and engagement.
1 code implementation • 3 Oct 2020 • Rakshit Jha, Mattijs De Paepe, Samuel Holt, James West, Shaun Ng
This paper shows that temporal CNNs accurately predict bitcoin spot price movements from limit order book data.
Statistical Finance
1 code implementation • 25 Sep 2020 • Evans Rozario, Samuel Holt, James West, Shaun Ng
Cryptocurrency markets have many of the characteristics of 20th century commodities markets, making them an attractive candidate for trend following strategies.