Sotabase

Career

· Co-Founder & Scientific Advisor, Mind Foundry2016–
· Professor of Machine Learning, University of Oxford1999–

Publications (96)

DeepLOB: Deep Convolutional Neural Networks for Limit Order Books
IEEE Transactions on Signal Processing · 2018
251
cited
Deep Reinforcement Learning for Trading
The Journal of Financial Data Science · 2019
240
cited
Deep Learning for Portfolio Optimization
The Journal of Financial Data Science · 2020
127
cited
Enhancing Time-Series Momentum Strategies Using Deep Neural Networks
The Journal of Financial Data Science · 2019
98
cited
Explicit Regularisation in Gaussian Noise Injections
Neural Information Processing Systems · 2020
77
cited
One-Shot Transfer Learning of Physics-Informed Neural Networks
arXiv.org · 2021
73
cited
Port-Hamiltonian Neural Networks for Learning Explicit Time-Dependent Dynamical Systems
Physical Review E · 2021
68
cited
Learning Rates as a Function of Batch Size: A Random Matrix Theory Approach to Neural Network Training
Journal of machine learning research · 2020
65
cited
Same State, Different Task: Continual Reinforcement Learning without Interference
AAAI Conference on Artificial Intelligence · 2021
55
cited
Recurrent Neural Filters: Learning Independent Bayesian Filtering Steps for Time Series Prediction
IEEE International Joint Conference on Neural Network · 2019
48
cited
A General Framework for Fair Regression
Entropy · 2018
41
cited
Towards a Theoretical Understanding of the Robustness of Variational Autoencoders
International Conference on Artificial Intelligence and Statistics · 2020
32
cited
Improving VAEs' Robustness to Adversarial Attack
International Conference on Learning Representations · 2019
30
cited
Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection
The Journal of Financial Data Science · 2021
28
cited
Entropic Trace Estimates for Log Determinants
ECML/PKDD · 2017
27
cited
Hierarchical Indian buffet neural networks for Bayesian continual learning
Conference on Uncertainty in Artificial Intelligence · 2019
26
cited
Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture
arXiv.org · 2021
26
cited
Building Cross-Sectional Systematic Strategies by Learning to Rank
The Journal of Financial Data Science · 2020
25
cited
Deep Learning for Portfolio Optimisation
Social Science Research Network · 2020
24
cited
Adversarial Robustness Guarantees for Classification with Gaussian Processes
International Conference on Artificial Intelligence and Statistics · 2019
21
cited
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Stephen Roberts | Researcher Profile | Sotabase | Sotabase