Zobrazeno 1 - 10
of 829
pro vyhledávání: '"P. Gorse"'
Autor:
Pomorski, Piotr, Gorse, Denise
This work extends a previous work in regime detection, which allowed trading positions to be profitably adjusted when a new regime was detected, to ex ante prediction of regimes, leading to substantial performance improvements over the earlier model,
Externí odkaz:
http://arxiv.org/abs/2310.04536
Autor:
Pomorski, Piotr, Gorse, Denise
Regime-switching poses both problems and opportunities for portfolio managers. If a switch in the behaviour of the markets is not quickly detected it can be a source of loss, since previous trading positions may be inappropriate in the new regime. Ho
Externí odkaz:
http://arxiv.org/abs/2308.09263
Publikováno v:
Scientific Reports, Vol 14, Iss 1, Pp 1-11 (2024)
Abstract Traumatic brain injury (TBI) affects millions globally, with a majority of TBI cases being classified as mild, in which diffuse pathologies prevail. Two of the pathological hallmarks of TBI are diffuse axonal injury (DAI) and microglial acti
Externí odkaz:
https://doaj.org/article/e777c5de2b35440e8da72527559709c7
Autor:
Mathilde Gorse, Lydie Kerdraon, Noémie Jacques, Angélique Gautier, Marie-Hélène Balesdent, Valérie Laval
Publikováno v:
Phytobiomes Journal, Vol 8, Iss 3, Pp 350-365 (2024)
One important ecological question regarding the use of plant resistance genes against fungal pathogens concerns whether and how such resistance genes may modify pathogenic or beneficial members of the plant-associated microbiota. We studied the impac
Externí odkaz:
https://doaj.org/article/426dc78c118e4a359cad9cf2693f81ad
Publikováno v:
Results in Engineering, Vol 24, Iss , Pp 103431- (2024)
UK industry has recently highlighted concerns relating to the structural safety of Reinforced Autoclaved Aerated Concrete (RAAC) in existing structures, together with a small number of collapses without warning. A broad body of scholarly academic res
Externí odkaz:
https://doaj.org/article/9b15b734c9d14762a9aaece16ab0984f
Autor:
Kisiel, Damian, Gorse, Denise
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:
http://arxiv.org/abs/2212.01807
Autor:
Quan, Wei, Gorse, Denise
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:
http://arxiv.org/abs/2210.05882
Autor:
Twomey, David, Gorse, Denise
We propose a novel output layer activation function, which we name ASTra (Asymmetric Sigmoid Transfer function), which makes the classification of minority examples, in scenarios of high imbalance, more tractable. We combine this with a loss function
Externí odkaz:
http://arxiv.org/abs/2209.01685
Autor:
Pomorski, Piotr, Gorse, Denise
Regime detection is vital for the effective operation of trading and investment strategies. However, the most popular means of doing this, the two-state Markov-switching regression model (MSR), is not an optimal solution, as two volatility states do
Externí odkaz:
http://arxiv.org/abs/2208.11574
Autor:
Kisiel, Damian, Gorse, Denise
Traditional approaches to financial asset allocation start with returns forecasting followed by an optimization stage that decides the optimal asset weights. Any errors made during the forecasting step reduce the accuracy of the asset weightings, and
Externí odkaz:
http://arxiv.org/abs/2206.03246