Search Results for author: Samuel Holt

Found 10 papers, 9 papers with code

ODE Discovery for Longitudinal Heterogeneous Treatment Effects Inference

2 code implementations16 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.

Retrieval-Augmented Thought Process as Sequential Decision Making

no code implementations12 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".

Decision Making Question Answering +1

Dense Reward for Free in Reinforcement Learning from Human Feedback

1 code implementation1 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.

reinforcement-learning

Deep Generative Symbolic Regression

2 code implementations30 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.

regression Symbolic Regression

L2MAC: Large Language Model Automatic Computer for Extensive Code Generation

1 code implementation2 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.

Code Generation Language Modelling +1

Neural Laplace Control for Continuous-time Delayed Systems

2 code implementations24 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.

Model Predictive Control Offline RL +1

Neural Laplace: Learning diverse classes of differential equations in the Laplace domain

2 code implementations10 Jun 2022 Samuel Holt, Zhaozhi Qian, Mihaela van der Schaar

Neural Ordinary Differential Equations model dynamical systems with ODEs learned by neural networks.

Fear and Volatility in Digital Assets

1 code implementation29 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.

Deep Learning for Digital Asset Limit Order Books

1 code implementation3 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

A Decade of Evidence of Trend Following Investing in Cryptocurrencies

1 code implementation25 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.

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