Denise Gorse - RankMe

47 papers B 9C 1Journal 20Unranked 17

Year	Rank	Type	Title / Venue / Authors
2023	—	`conf`	Improving Portfolio Performance Using a Novel Method for Predicting Financial Regimes. LOD (2) Piotr Pomorski, Denise Gorse
2023	J	`jnl`	Improving Portfolio Performance Using a Novel Method for Predicting Financial Regimes. CoRR Piotr Pomorski, Denise Gorse
2023	J	`jnl`	Multi-Period Portfolio Optimisation Using a Regime-Switching Predictive Framework. CoRR Piotr Pomorski, Denise Gorse
2022	B	`conf`	A Novel Multi-Objective Velocity-Free Boolean Particle Swarm Optimization. SMC Wei Quan, Denise Gorse
2022	J	`jnl`	A Novel Multi-Objective Velocity-Free Boolean Particle Swarm Optimization. CoRR Wei Quan, Denise Gorse
2022	—	`conf`	ASTra: A Novel Algorithm-Level Approach to Imbalanced Classification. ICANN (3) David Twomey, Denise Gorse
2022	J	`jnl`	ASTra: A Novel Algorithm-Level Approach to Imbalanced Classification. CoRR David Twomey, Denise Gorse
2022	—	`conf`	Axial-LOB: High-Frequency Trading with Axial Attention. SSCI Damian Kisiel, Denise Gorse
2022	J	`jnl`	Axial-LOB: High-Frequency Trading with Axial Attention. CoRR Damian Kisiel, Denise Gorse
2022	J	`jnl`	Deep vs. Shallow Learning: A Benchmark Study in Low Magnitude Earthquake Detection. CoRR Akshat Goel, Denise Gorse
2022	J	`jnl`	Improving on the Markov-Switching Regression Model by the Use of an Adaptive Moving Average. CoRR Piotr Pomorski, Denise Gorse
2022	—	`conf`	Portfolio Transformer for Attention-Based Asset Allocation. ICAISC (1) Damian Kisiel, Denise Gorse
2021	—	`conf`	A Meta-Method for Portfolio Management Using Machine Learning for Adaptive Strategy Selection. CIIS Damian Kisiel, Denise Gorse
2021	J	`jnl`	A Meta-Method for Portfolio Management Using Machine Learning for Adaptive Strategy Selection. CoRR Damian Kisiel, Denise Gorse
2021	C	`conf`	Intra-Day Price Simulation with Generative Adversarial Modelling of the Order Flow. ICMLA Ye-Sheen Lim, Denise Gorse
2021	J	`jnl`	Intra-Day Price Simulation with Generative Adversarial Modelling of the Order Flow. CoRR Ye-Sheen Lim, Denise Gorse
2020	B	`conf`	Deep Probabilistic Modelling of Price Movements for High-Frequency Trading. IJCNN Ye-Sheen Lim, Denise Gorse
2020	J	`jnl`	Deep Probabilistic Modelling of Price Movements for High-Frequency Trading. CoRR Ye-Sheen Lim, Denise Gorse
2020	—	`conf`	Deep Recurrent Modelling of Stationary Bitcoin Price Formation Using the Order Flow. ICAISC (1) Ye-Sheen Lim, Denise Gorse
2020	J	`jnl`	Deep Recurrent Modelling of Stationary Bitcoin Price Formation Using the Order Flow. CoRR Ye-Sheen Lim, Denise Gorse
2018	B	`conf`	A neural network cost function for highly class-imbalanced data sets. ESANN David Twomey, Denise Gorse
2018	J	`jnl`	Mutual-Excitation of Cryptocurrency Market Returns and Social Media Topics. CoRR Ross C. Phillips, Denise Gorse
2018	B	`conf`	Reinforcement Learning for High-Frequency Market Making. ESANN Ye-Sheen Lim, Denise Gorse
2017	—	`conf`	A New Methodology to Exploit Predictive Power in (Open, High, Low, Close) Data. ICANN (2) Andrew D. Mann, Denise Gorse
2017	—	`conf`	Deep Candlestick Mining. ICONIP (2) Andrew D. Mann, Denise Gorse
2017	—	`conf`	Predicting cryptocurrency price bubbles using social media data and epidemic modelling. SSCI Ross C. Phillips, Denise Gorse
2017	B	`conf`	Pseudo-analytical solutions for stochastic options pricing using Monte Carlo simulation and Breeding PSO-trained neural networks. ESANN Sam Palmer, Denise Gorse
2015	B	`conf`	Investing in emerging markets using neural networks and particle swarm optimisation. IJCNN Pascal Khoury, Denise Gorse
2015	—	`conf`	Neural Networks and Particle Swarm Optimization for Function Approximation in Tri-SWACH Hull Design. EANN Workshops Sam Palmer, Denise Gorse, Ema Muk-Pavic
2015	—	`conf`	Trading Optimally Diversified Portfolios in Emerging Markets with Neuro-Particle Swarm Optimisation. ICONIP (2) Pascal Khoury, Denise Gorse
2013	—	`conf`	A Novel Application of Particle Swarm Optimisation to Optimal Trade Execution. ICONIP (2) Marzieh Saeidi, Denise Gorse
2013	B	`conf`	Binary particle swarm optimisation with improved scaling behaviour. ESANN Denise Gorse
2013	—	`conf`	Investigation of the Predictability of Steel Manufacturer Stock Price Movements Using Particle Swarm Optimisation. ICONIP (2) Pascal Khoury, Denise Gorse
2012	—	`conf`	Construction of Emerging Markets Exchange Traded Funds Using Multiobjective Particle Swarm Optimisation. ICANN (2) Marta Díez-Fernández, Sergio Alvarez Teleña, Denise Gorse
2012	—	`conf`	Extracting Key Gene Regulatory Dynamics for the Direct Control of Mechanical Systems. PPSN (1) Jean Krohn, Denise Gorse
2012	—	`conf`	Identification of Factors Characterising Volatility and Firm-Specific Risk Using Ensemble Classifiers. ICONIP (4) Pascal Khoury, Denise Gorse
2011	B	`conf`	Application of stochastic recurrent reinforcement learning to index trading. ESANN Denise Gorse
2010	—	`conf`	Fractal Gene Regulatory Networks for Control of Nonlinear Systems. PPSN (2) Jean Krohn, Denise Gorse
2001	J	`jnl`	Speaker identification for security systems using reinforcement-trained pRAM neural network architectures. IEEE Trans. Syst. Man Cybern. Syst. Trevor G. Clarkson, Chris Christodoulou, Yelin Guan, Denise Gorse, David A. Romano-Critchley, John G. Taylor
1997	J	`jnl`	A pulse-based reinforcement algorithm for learning continuous functions. Neurocomputing Denise Gorse, David A. Romano-Critchley, John G. Taylor
1997	J	`jnl`	The New ERA in Supervised Learning. Neural Networks Denise Gorse, Adrian J. Shepherd, John G. Taylor
1995	J	`jnl`	Response to letter by K. Gurney. Neural Networks Trevor G. Clarkson, John G. Taylor, Denise Gorse
1994	J	`jnl`	Noisy reinforcement training for pRAM nets. Neural Networks Yelin Guan, Trevor G. Clarkson, John G. Taylor, Denise Gorse
1993	J	`jnl`	Generalization in probabilistic RAM nets. IEEE Trans. Neural Networks Trevor G. Clarkson, Yelin Guan, John G. Taylor, Denise Gorse
1993	B	`conf`	Traking global minima using a range expansion algorithm. ESANN Denise Gorse, Adrian J. Shepherd, John G. Taylor
1992	J	`jnl`	Learning Probabilistic RAM Nets Using VLSI Structures. IEEE Trans. Computers Trevor G. Clarkson, Denise Gorse, John G. Taylor, C. K. Ng
1991	J	`jnl`	A continuous input RAM-based stochastic neural model. Neural Networks Denise Gorse, John G. Taylor