Sotabase

Career

· Researcher (repeated stays), Carnegie Mellon University
· Senior Research Fellow, Oxford-Man Institute of Quantitative Finance, Department of Engineering Science, University of Oxford
· Research Assistant, University of Cambridge, Control Group and Computational and Biological Learning Lab
· Undergraduate student, University of Karlsruhe (now KIT)
· DPhil in Engineering Science, University of Oxford

Publications (24)

Robust learning-based MPC for nonlinear constrained systems
at - Automatisierungstechnik · 2020
80
cited
Sentiment correlation in financial news networks and associated market movements
Scientific Reports · 2021
66
cited
Conservative decision-making and interference in uncertain dynamical systems
2014
57
cited
Learning-based Nonlinear Model Predictive Control * *The authors would like to ackowledge to the Spanish MINECO Grant PRX15-00300 and projects DPI2013-48243-C2-2-R and DPI2016-76493-C3-1-R as well as to the Engineering and Physical Research Council, grant no. EP/J012300/1 for funding this work.
2017
57
cited
Output feedback MPC based on smoothed projected kinky inference
IET Control Theory & Applications · 2019
37
cited
Machine Learning-Based Financial Statement Analysis
2020
17
cited
Robust Data-Based Model Predictive Control for Nonlinear Constrained Systems
2018
16
cited
Componentwise Hölder Inference for Robust Learning-Based MPC
IEEE Transactions on Automatic Control · 2021
15
cited
Fast Agent-Based Simulation Framework with Applications to Reinforcement Learning and the Study of Trading Latency Effects
mAbs · 2020
15
cited
On the Sample Complexity of Lipschitz Constant Estimation
Trans. Mach. Learn. Res. · 2023
14
cited
Fast Agent-Based Simulation Framework of Limit Order Books with Applications to Pro-Rata Markets and the Study of Latency Effects
arXiv.org · 2020
10
cited
Asynchronous Deep Double Dueling Q-learning for trading-signal execution in limit order book markets
Frontiers Artif. Intell. · 2023
8
cited
Bayesian Lipschitz Constant Estimation and Quadrature
2015
6
cited
Online learning constrained model predictive control based on double prediction
International Journal of Robust and Nonlinear Control · 2020
4
cited
Sentiment Diffusion in Financial News Networks and Associated Market Movements
arXiv.org · 2020
4
cited
Multireference Alignment for Lead-Lag Detection in Multivariate Time Series and Equity Trading
International Conference on AI in Finance · 2023
3
cited
End-to-End Policy Learning of a Statistical Arbitrage Autoencoder Architecture
arXiv.org · 2024
1
cited
Time-Series Clustering Of UK Non-domestic Consumers For Demand Response Aggregators
2023 IEEE PES Innovative Smart Grid Technologies - Asia (ISGT Asia) · 2023
1
cited
Distributed Optimisation for Energy Management in Building Networks
Control · 2018
Distributed Optimization for Energy Management in Building Networks
2018
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Jan-Peter Calliess | Researcher Profile | Sotabase | Sotabase