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• Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture
  2021 · 11 citations
• MOrdReD: Memory-based Ordinal Regression Deep Neural Networks for Time Series Forecasting
  2018 · 9 citations
• Spatio-Temporal Momentum: Jointly Learning Time-Series and Cross-Sectional Strategies
  2023 · 7 citations
• A Novel Approach to Forecasting Financial Volatility with Gaussian Process Envelopes
  2017 · 3 citations
• A Machine Learning approach to Risk Minimisation in Electricity Markets with Coregionalized Sparse Gaussian Processes
  2019
• Mixture Density Conditional Generative Adversarial Network Models (MD-CGAN)
  2020