Zobrazeno 1 - 10
of 50
pro vyhledávání: '"Denise Gorse"'
Autor:
Ross C Phillips, Denise Gorse
Publikováno v:
PLoS ONE, Vol 13, Iss 4, p e0195200 (2018)
Cryptocurrencies have experienced recent surges in interest and price. It has been discovered that there are time intervals where cryptocurrency prices and certain online and social media factors appear related. In addition it has been noted that cry
Externí odkaz:
https://doaj.org/article/0f6678827256467694cb20fe241b5f47
Autor:
Piotr Pomorski, Denise Gorse
Publikováno v:
New Perspectives and Paradigms in Applied Economics and Business ISBN: 9783031238437
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cf102cb8dbe6637f7a68b00a7c2ddd29
https://doi.org/10.1007/978-3-031-23844-4_2
https://doi.org/10.1007/978-3-031-23844-4_2
Autor:
Damian Kisiel, Denise Gorse
Publikováno v:
Artificial Intelligence and Soft Computing ISBN: 9783031234910
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f988f8efd7b8fb61ab65501815098beb
https://doi.org/10.1007/978-3-031-23492-7_6
https://doi.org/10.1007/978-3-031-23492-7_6
Autor:
Wei Quan, Denise Gorse
This paper extends boolean particle swarm optimization to a multi-objective setting, to our knowledge for the first time in the literature. Our proposed new boolean algorithm, MBOnvPSO, is notably simplified by the omission of a velocity update rule
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4122ff5285db517a46a0efbbc39588ef
http://arxiv.org/abs/2210.05882
http://arxiv.org/abs/2210.05882
Autor:
David Twomey, Denise Gorse
Publikováno v:
Lecture Notes in Computer Science ISBN: 9783031159336
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7c2eac353bda465798a122819b720b48
https://doi.org/10.1007/978-3-031-15934-3_47
https://doi.org/10.1007/978-3-031-15934-3_47
Autor:
Damian Kisiel, Denise Gorse
Previous attempts to predict stock price from limit order book (LOB) data are mostly based on deep convolutional neural networks. Although convolutions offer efficiency by restricting their operations to local interactions, it is at the cost of poten
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::55f7024d7396e13eeabc1a5c1cb50154
Autor:
Damian Kisiel, Denise Gorse
This work proposes a novel portfolio management technique, the Meta Portfolio Method (MPM), inspired by the successes of meta approaches in the field of bioinformatics and elsewhere. The MPM uses XGBoost to learn how to switch between two risk-based
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1a68f22e5b9ec55143f3d7ef0676c3a9
http://arxiv.org/abs/2111.05935
http://arxiv.org/abs/2111.05935
Autor:
Denise Gorse, Ye-Sheen Lim
Publikováno v:
Artificial Intelligence and Soft Computing ISBN: 9783030614003
ICAISC (1)
ICAISC (1)
In this paper we propose a deep recurrent model based on the order flow for the stationary modelling of the high-frequency directional prices movements. The order flow is the microsecond stream of orders arriving at the exchange, driving the formatio
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0666b35669854ba4064e14dfe19dfb6c
https://doi.org/10.1007/978-3-030-61401-0_17
https://doi.org/10.1007/978-3-030-61401-0_17
Autor:
Ross C. Phillips, Denise Gorse
Cryptocurrencies have recently experienced a new wave of price volatility and interest; activity within social media communities relating to cryptocurrencies has increased significantly. There is currently limited documented knowledge of factors whic
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f6d12a6fc9e4806328086fd1bb31a2dc
Autor:
Ross C. Phillips, Denise Gorse
Publikováno v:
SSCI
Financial price bubbles have previously been linked with the epidemic-like spread of an investment idea; such bubbles are commonly seen in cryptocurrency prices. This paper aims to predict such bubbles for a number of cryptocurrencies using a hidden
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b5d18b99eaeb81c5680a1be40a7672fb
https://doi.org/10.1109/ssci.2017.8280809
https://doi.org/10.1109/ssci.2017.8280809