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• Multi-Horizon Forecasting for Limit Order Books: Novel Deep Learning Approaches and Hardware Acceleration using Intelligent Processing Units
  2021 · 18 citations
• Deep Reinforcement Learning for Trading
  2019 · 12 citations
• Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture
  2021 · 11 citations
• DeepVol: Volatility Forecasting from High-Frequency Data with Dilated Causal Convolutions
  2022 · 10 citations
• Unlocking the Power of LSTM for Long Term Time Series Forecasting
  2024 · 8 citations
• JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading
  2023 · 8 citations
• Spatio-Temporal Momentum: Jointly Learning Time-Series and Cross-Sectional Strategies
  2023 · 7 citations
• Decoding quantum error correction with Ising model hardware
  2019 · 3 citations
• Asynchronous Deep Double Duelling Q-Learning for Trading-Signal Execution in Limit Order Book Markets