Jan-Peter Calliess

30 papers A* 1A 1C 2Journal 17Unranked 8

Year	Rank	Type	Title / Venue / Authors
2026	J	`jnl`	Deep Learning for Financial Time Series: A Large-Scale Benchmark of Risk-Adjusted Performance. CoRR Adir Saly-Kaufmann, Kieran Wood, Jan-Peter Calliess, Stefan Zohren
2026	J	`jnl`	Value-at-Risk Constrained Policy Optimization. CoRR Rohan Tangri, Jan-Peter Calliess
2024	J	`jnl`	End-to-End Policy Learning of a Statistical Arbitrage Autoencoder Architecture. CoRR Fabian Krause, Jan-Peter Calliess
2023	J	`jnl`	Asynchronous Deep Double Dueling Q-learning for trading-signal execution in limit order book markets. Frontiers Artif. Intell. Peer Nagy, Jan-Peter Calliess, Stefan Zohren
2023	J	`jnl`	Asynchronous Deep Double Duelling Q-Learning for Trading-Signal Execution in Limit Order Book Markets. CoRR Peer Nagy, Jan-Peter Calliess, Stefan Zohren
2023	—	`conf`	Multireference Alignment for Lead-Lag Detection in Multivariate Time Series and Equity Trading. ICAIF Danni Shi, Jan-Peter Calliess, Mihai Cucuringu
2023	J	`jnl`	On the Sample Complexity of Lipschitz Constant Estimation. Trans. Mach. Learn. Res. Julien Walden Huang, Stephen J. Roberts, Jan-Peter Calliess
2023	—	`conf`	Time-Series Clustering Of UK Non-domestic Consumers For Demand Response Aggregators. ISGT Asia Maitha Al Shimmari, Jan-Peter Calliess, David Wallom
2021	—	`conf`	Bayesian Topic Regression for Causal Inference. EMNLP (1) Maximilian Ahrens, Julian Ashwin, Jan-Peter Calliess, Vu Nguyen
2021	J	`jnl`	Bayesian Topic Regression for Causal Inference. CoRR Maximilian Ahrens, Julian Ashwin, Jan-Peter Calliess, Vu Nguyen
2021	J	`jnl`	Componentwise Hölder Inference for Robust Learning-Based MPC. IEEE Trans. Autom. Control. José María Manzano, David Muñoz de la Peña, Jan-Peter Calliess, Daniel Limón
2021	C	`conf`	Fast Agent-Based Simulation Framework with Applications to Reinforcement Learning and the Study of Trading Latency Effects. MABS Peter Belcak, Jan-Peter Calliess, Stefan Zohren
2020	J	`jnl`	Fast Agent-Based Simulation Framework of Limit Order Books with Applications to Pro-Rata Markets and the Study of Latency Effects. CoRR Peter Belcak, Jan-Peter Calliess, Stefan Zohren
2020	J	`jnl`	Lazily Adapted Constant Kinky Inference for nonparametric regression and model-reference adaptive control. Autom. Jan-Peter Calliess, Stephen J. Roberts, Carl Edward Rasmussen, Jan M. Maciejowski
2020	J	`jnl`	Robust learning-based MPC for nonlinear constrained systems. Autom. José María Manzano, Daniel Limón, David Muñoz de la Peña, Jan-Peter Calliess
2020	—	`conf`	Safety Guarantees for Iterative Predictions with Gaussian Processes. CDC Kyriakos Polymenakos, Luca Laurenti, Andrea Patane, Jan-Peter Calliess, Luca Cardelli, Marta Kwiatkowska, Alessandro Abate, Stephen J. Roberts
2020	J	`jnl`	Sentiment Diffusion in Financial News Networks and Associated Market Movements. CoRR Xingchen Wan, Jie Yang, Slavi Marinov, Jan-Peter Calliess, Stefan Zohren, Xiaowen Dong
2019	A*	`conf`	Asynchronous Batch Bayesian Optimisation with Improved Local Penalisation. ICML Ahsan S. Alvi, Bin Xin Ru, Jan-Peter Calliess, Stephen J. Roberts, Michael A. Osborne
2019	J	`jnl`	Safety Guarantees for Planning Based on Iterative Gaussian Processes. CoRR Kyriakos Polymenakos, Luca Laurenti, Andrea Patane, Jan-Peter Calliess, Luca Cardelli, Marta Kwiatkowska, Alessandro Abate, Stephen J. Roberts
2018	—	`conf`	Bayesian Nonparametrics and Feedback-Linearisation of Discretised Control-Affine Systems. CDC Jan-Peter Calliess, Antonis Papachristodoulou, Stephen J. Roberts
2018	—	`conf`	Nonlinear Set Membership Regression with Adaptive Hyper-Parameter Estimation for Online Learning and Control. ECC Jan-Peter Calliess, Stephen J. Roberts, Carl E. Rasmussen, Jan M. Maciejowski
2018	—	`conf`	Scalable Bounding of Predictive Uncertainty in Regression Problems with SLAC. SUM Arno Blaas, Adam D. Cobb, Jan-Peter Calliess, Stephen J. Roberts
2017	J	`jnl`	Lazily Adapted Constant Kinky Inference for Nonparametric Regression and Model-Reference Adaptive Control. CoRR Jan-Peter Calliess
2017	J	`jnl`	Lipschitz Optimisation for Lipschitz Interpolation. CoRR Jan-Peter Calliess
2017	C	`conf`	Lipschitz optimisation for Lipschitz Interpolation. ACC Jan-Peter Calliess
2014	A	`conf`	Conservative collision prediction and avoidance for stochastic trajectories in continuous time and space. AAMAS Jan-Peter Calliess, Michael A. Osborne, Stephen J. Roberts
2014	J	`jnl`	Conservative collision prediction and avoidance for stochastic trajectories in continuous time and space. CoRR Jan-Peter Calliess, Michael A. Osborne, Stephen J. Roberts
2014	—	`—`	Conservative decision-making and interference in uncertain dynamical systems. Jan-Peter Calliess
2013	J	`jnl`	Stochastic processes and feedback-linearisation for online identification and Bayesian adaptive control of fully-actuated mechanical systems. CoRR Jan-Peter Calliess, Antonis Papachristodoulou, Stephen J. Roberts
2012	—	`conf`	Towards Optimization-Based Multi-Agent Collision-Avoidance Under Continuous Stochastic Dynamics. MAPF@AAAI Jan-Peter Calliess, Michael Alan Osborne, Stephen J. Roberts