Denise Gorse

Orcid: 0000-0002-8178-2598

According to our database1, Denise Gorse authored at least 39 papers between 1991 and 2023.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

On csauthors.net:

Bibliography

2023
Multi-Period Portfolio Optimisation Using a Regime-Switching Predictive Framework.
CoRR, 2023

Improving Portfolio Performance Using a Novel Method for Predicting Financial Regimes.
Proceedings of the Machine Learning, Optimization, and Data Science, 2023

2022
Improving on the Markov-Switching Regression Model by the Use of an Adaptive Moving Average.
CoRR, 2022

Deep vs. Shallow Learning: A Benchmark Study in Low Magnitude Earthquake Detection.
CoRR, 2022

Axial-LOB: High-Frequency Trading with Axial Attention.
Proceedings of the IEEE Symposium Series on Computational Intelligence, 2022

A Novel Multi-Objective Velocity-Free Boolean Particle Swarm Optimization.
Proceedings of the IEEE International Conference on Systems, Man, and Cybernetics, 2022

ASTra: A Novel Algorithm-Level Approach to Imbalanced Classification.
Proceedings of the Artificial Neural Networks and Machine Learning - ICANN 2022, 2022

Portfolio Transformer for Attention-Based Asset Allocation.
Proceedings of the Artificial Intelligence and Soft Computing, 2022

2021
Intra-Day Price Simulation with Generative Adversarial Modelling of the Order Flow.
Proceedings of the 20th IEEE International Conference on Machine Learning and Applications, 2021

A Meta-Method for Portfolio Management Using Machine Learning for Adaptive Strategy Selection.
Proceedings of the CIIS 2021: The 4th International Conference on Computational Intelligence and Intelligent Systems, Tokyo, Japan, November 20, 2021

2020
Deep Probabilistic Modelling of Price Movements for High-Frequency Trading.
Proceedings of the 2020 International Joint Conference on Neural Networks, 2020

Deep Recurrent Modelling of Stationary Bitcoin Price Formation Using the Order Flow.
Proceedings of the Artificial Intelligence and Soft Computing, 2020

2018
Mutual-Excitation of Cryptocurrency Market Returns and Social Media Topics.
CoRR, 2018

A neural network cost function for highly class-imbalanced data sets.
Proceedings of the 26th European Symposium on Artificial Neural Networks, 2018

Reinforcement Learning for High-Frequency Market Making.
Proceedings of the 26th European Symposium on Artificial Neural Networks, 2018

2017
Predicting cryptocurrency price bubbles using social media data and epidemic modelling.
Proceedings of the 2017 IEEE Symposium Series on Computational Intelligence, 2017

Deep Candlestick Mining.
Proceedings of the Neural Information Processing - 24th International Conference, 2017

A New Methodology to Exploit Predictive Power in (Open, High, Low, Close) Data.
Proceedings of the Artificial Neural Networks and Machine Learning - ICANN 2017, 2017

Pseudo-analytical solutions for stochastic options pricing using Monte Carlo simulation and Breeding PSO-trained neural networks.
Proceedings of the 25th European Symposium on Artificial Neural Networks, 2017

2015
Investing in emerging markets using neural networks and particle swarm optimisation.
Proceedings of the 2015 International Joint Conference on Neural Networks, 2015

Trading Optimally Diversified Portfolios in Emerging Markets with Neuro-Particle Swarm Optimisation.
Proceedings of the Neural Information Processing - 22nd International Conference, 2015

Neural Networks and Particle Swarm Optimization for Function Approximation in Tri-SWACH Hull Design.
Proceedings of the Workshop Proceedings of the 16th International Conference on Engineering Applications of Neural Networks, 2015

2013
A Novel Application of Particle Swarm Optimisation to Optimal Trade Execution.
Proceedings of the Neural Information Processing - 20th International Conference, 2013

Investigation of the Predictability of Steel Manufacturer Stock Price Movements Using Particle Swarm Optimisation.
Proceedings of the Neural Information Processing - 20th International Conference, 2013

Binary particle swarm optimisation with improved scaling behaviour.
Proceedings of the 21st European Symposium on Artificial Neural Networks, 2013

2012
Extracting Key Gene Regulatory Dynamics for the Direct Control of Mechanical Systems.
Proceedings of the Parallel Problem Solving from Nature - PPSN XII, 2012

Identification of Factors Characterising Volatility and Firm-Specific Risk Using Ensemble Classifiers.
Proceedings of the Neural Information Processing - 19th International Conference, 2012

Construction of Emerging Markets Exchange Traded Funds Using Multiobjective Particle Swarm Optimisation.
Proceedings of the Artificial Neural Networks and Machine Learning - ICANN 2012, 2012

2011
Application of stochastic recurrent reinforcement learning to index trading.
Proceedings of the 19th European Symposium on Artificial Neural Networks, 2011

2010
Fractal Gene Regulatory Networks for Control of Nonlinear Systems.
Proceedings of the Parallel Problem Solving from Nature, 2010

2001
Speaker identification for security systems using reinforcement-trained pRAM neural network architectures.
IEEE Trans. Syst. Man Cybern. Syst., 2001

1997
The New ERA in Supervised Learning.
Neural Networks, 1997

A pulse-based reinforcement algorithm for learning continuous functions.
Neurocomputing, 1997

1995
Response to letter by K. Gurney.
Neural Networks, 1995

1994
Noisy reinforcement training for pRAM nets.
Neural Networks, 1994

1993
Generalization in probabilistic RAM nets.
IEEE Trans. Neural Networks, 1993

Traking global minima using a range expansion algorithm.
Proceedings of the 1st European Symposium on Artificial Neural Networks, 1993

1992
Learning Probabilistic RAM Nets Using VLSI Structures.
IEEE Trans. Computers, 1992

1991
A continuous input RAM-based stochastic neural model.
Neural Networks, 1991


  Loading...