A Meta-Method for Portfolio Management Using Machine Learning for Adaptive Strategy Selection. - Damian Kisiel; Denise Gorse (CIIS, 2021)

Portfolio Transformer for Attention-Based Asset Allocation. - Damian Kisiel; Denise Gorse (ICAISC (1), 2022)

Axial-LOB: High-Frequency Trading with Axial Attention. - Damian Kisiel; Denise Gorse (SSCI, 2022)