Jan-P. Calliess

According to our database, Jan-P. Calliess authored at least 36 papers between 2008 and 2024.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2024

End-to-End Policy Learning of a Statistical Arbitrage Autoencoder Architecture.

Fabian Krause, Jan-Peter Calliess

CoRR, 2024

2023

Asynchronous Deep Double Dueling Q-learning for trading-signal execution in limit order book markets.

Peer Nagy, Jan-Peter Calliess, Stefan Zohren

Frontiers Artif. Intell., February, 2023

Asynchronous Deep Double Duelling Q-Learning for Trading-Signal Execution in Limit Order Book Markets.

Peer Nagy, Jan-Peter Calliess, Stefan Zohren

CoRR, 2023

Time-Series Clustering Of UK Non-domestic Consumers For Demand Response Aggregators.

Maitha Al Shimmari, Jan-Peter Calliess, David Wallom

Proceedings of the IEEE PES Innovative Smart Grid Technologies - Asia, 2023

Multireference Alignment for Lead-Lag Detection in Multivariate Time Series and Equity Trading.

Danni Shi, Jan-Peter Calliess, Mihai Cucuringu

Proceedings of the 4th ACM International Conference on AI in Finance, 2023

2021

Componentwise Hölder Inference for Robust Learning-Based MPC.

José María Manzano, David Muñoz de la Peña, Jan-Peter Calliess, Daniel Limón

IEEE Trans. Autom. Control., 2021

Fast Agent-Based Simulation Framework with Applications to Reinforcement Learning and the Study of Trading Latency Effects.

Peter Belcak, Jan-Peter Calliess, Stefan Zohren

Proceedings of the Multi-Agent-Based Simulation XXII - 22nd International Workshop, 2021

Bayesian Topic Regression for Causal Inference.

Maximilian Ahrens, Julian Ashwin, Jan-Peter Calliess, Vu Nguyen

Proceedings of the 2021 Conference on Empirical Methods in Natural Language Processing, 2021

2020

Sentiment Diffusion in Financial News Networks and Associated Market Movements.

Xingchen Wan, Jie Yang, Slavi Marinov, Jan-Peter Calliess, Stefan Zohren, Xiaowen Dong

CoRR, 2020

Fast Agent-Based Simulation Framework of Limit Order Books with Applications to Pro-Rata Markets and the Study of Latency Effects.

Peter Belcak, Jan-Peter Calliess, Stefan Zohren

CoRR, 2020

Robust learning-based MPC for nonlinear constrained systems.

José María Manzano, Daniel Limón, David Muñoz de la Peña, Jan-Peter Calliess

Autom., 2020

Lazily Adapted Constant Kinky Inference for nonparametric regression and model-reference adaptive control.

Jan-Peter Calliess, Stephen J. Roberts, Carl Edward Rasmussen, Jan M. Maciejowski

Autom., 2020

Safety Guarantees for Iterative Predictions with Gaussian Processes.

Kyriakos Polymenakos, Luca Laurenti, Andrea Patane, Jan-Peter Calliess, Luca Cardelli, Marta Kwiatkowska, Alessandro Abate, Stephen J. Roberts

Proceedings of the 59th IEEE Conference on Decision and Control, 2020

2019

Safety Guarantees for Planning Based on Iterative Gaussian Processes.

Kyriakos Polymenakos, Luca Laurenti, Andrea Patane, Jan-Peter Calliess, Luca Cardelli, Marta Kwiatkowska, Alessandro Abate, Stephen J. Roberts

CoRR, 2019

Asynchronous Batch Bayesian Optimisation with Improved Local Penalisation.

Ahsan S. Alvi, Bin Xin Ru, Jan-Peter Calliess, Stephen J. Roberts, Michael A. Osborne

Proceedings of the 36th International Conference on Machine Learning, 2019

Online Optimisation for Online Learning and Control - From No-Regret to Generalised Error Convergence.

Jan Calliess

Proceedings of the 17th European Control Conference, 2019

Localised Kinky Inference.

Arno Blaas, José María Manzano, Daniel Limón, Jan Calliess

Proceedings of the 17th European Control Conference, 2019

Data-based Robust MPC with Componentwise Hölder Kinky Inference.

José María Manzano, Daniel Limón, David Muñoz de la Peña, Jan-P. Calliess

Proceedings of the 58th IEEE Conference on Decision and Control, 2019

2018

Scalable Bounding of Predictive Uncertainty in Regression Problems with SLAC.

Arno Blaas, Adam D. Cobb, Jan-Peter Calliess, Stephen J. Roberts

Proceedings of the Scalable Uncertainty Management - 12th International Conference, 2018

Nonlinear Set Membership Regression with Adaptive Hyper-Parameter Estimation for Online Learning and Control.

Jan-Peter Calliess, Stephen J. Roberts, Carl E. Rasmussen, Jan M. Maciejowski

Proceedings of the 16th European Control Conference, 2018

Bayesian Nonparametrics and Feedback-Linearisation of Discretised Control-Affine Systems.

Jan-Peter Calliess, Antonis Papachristodoulou, Stephen J. Roberts

Proceedings of the 57th IEEE Conference on Decision and Control, 2018

2017

Lazily Adapted Constant Kinky Inference for Nonparametric Regression and Model-Reference Adaptive Control.

Jan-Peter Calliess

CoRR, 2017

Lipschitz optimisation for Lipschitz Interpolation.

Jan-Peter Calliess

Proceedings of the 2017 American Control Conference, 2017

2014

Conservative decision-making and interference in uncertain dynamical systems.

Jan-Peter Calliess

PhD thesis, 2014

Conservative collision prediction and avoidance for stochastic trajectories in continuous time and space.

Jan-Peter Calliess, Michael A. Osborne, Stephen J. Roberts

Proceedings of the International conference on Autonomous Agents and Multi-Agent Systems, 2014

2013

Stochastic processes and feedback-linearisation for online identification and Bayesian adaptive control of fully-actuated mechanical systems.

Jan-Peter Calliess, Antonis Papachristodoulou, Stephen J. Roberts

CoRR, 2013

Multi-Agent Planning with Mixed-Integer Programming and Adaptive Interaction Constraint Generation (Extended Abstract).

Jan-P. Calliess, Stephen J. Roberts

Proceedings of the Sixth Annual Symposium on Combinatorial Search, 2013

2012

On the computational benefit of tensor separation for high-dimensional discrete convolutions.

Jan-P. Calliess, Michael Mai, Sebastian Pfeiffer

Multidimens. Syst. Signal Process., 2012

Chance constrained model predictive control for multi-agent systems with coupling constraints.

Daniel Lyons, Jan-P. Calliess, Uwe D. Hanebeck

Proceedings of the American Control Conference, 2012

Towards Optimization-Based Multi-Agent Collision-Avoidance Under Continuous Stochastic Dynamics.

Jan-Peter Calliess, Michael Alan Osborne, Stephen J. Roberts

Proceedings of the Multiagent Pathfinding, Papers from the 2012 AAAI Workshop, 2012

2011

Chance-constrained Model Predictive Control for Multi-Agent Systems

Daniel Lyons, Jan-P. Calliess, Uwe D. Hanebeck

CoRR, 2011

Lazy Auctions for Multi-robot Collision Avoidance and Motion Control under Uncertainty.

Jan-P. Calliess, Daniel Lyons, Uwe D. Hanebeck

Proceedings of the Advanced Agent Technology, 2011

2009

On generalized separation and the speedup of local operators on multi-dimensional signals.

Sebastian Pfeiffer, Michael Mai, Wolfgang Globke, Jan Calliess

Proceedings of the 2009 International Workshop on Multidimensional (nD) Systems, 2009

On Fixed Convex Combinations of No-Regret Learners.

Jan-P. Calliess

Proceedings of the Machine Learning and Data Mining in Pattern Recognition, 2009

EEG-based Speech Recognition - Impact of Temporal Effects.

Anne Porbadnigk, Marek Wester, Jan Calliess, Tanja Schultz

Proceedings of the BIOSIGNALS 2009, 2009

2008

No-regret learning and a mechanism for distributed multiagent planning.

Jan-P. Calliess, Geoffrey J. Gordon

Proceedings of the 7th International Joint Conference on Autonomous Agents and Multiagent Systems (AAMAS 2008), 2008