Deep attentive survival analysis in limit order books: Estimating fill probabilities with convolutional-transformers A Arroyo, A Cartea, F Moreno-Pino, S Zohren Quantitative Finance, 1-23, 2024 | 11 | 2024 |
Projections of Model Spaces for Latent Graph Inference HS de Ocáriz Borde*, A Arroyo*, I Posner ICLR 2023 Workshop on Physics for Machine Learning, 2023 | 8* | 2023 |
Nonstationary portfolios: Diversification in the spectral domain B Scalzo, A Arroyo, L Stanković, DP Mandic ICASSP 2021 (Outstanding Paper Award), 2021 | 7 | 2021 |
Dynamic Portfolio Cuts: A Spectral Approach to Graph-Theoretic Diversification A Arroyo, B Scalzo, L Stanković, DP Mandic ICASSP 2022, 2022 | 6 | 2022 |
Rough Transformers for Continuous and Efficient Time-Series Modelling F Moreno-Pino*, Á Arroyo*, H Waldon*, X Dong, Á Cartea ICLR 2024 Workshop on Learning from Time Series for Health, 2024 | | 2024 |
Neural Latent Geometry Search: Product Manifold Inference via Gromov-Hausdorff-Informed Bayesian Optimization H Sáez de Ocáriz Borde*, A Arroyo*, I Morales, I Posner, X Dong 37th Conference on Neural Information Processing Systems (NeurIPS 2023), 2024 | | 2024 |
Gromov-Hausdorff Distances for Comparing Product Manifolds of Model Spaces HS de Ocáriz Borde, A Arroyo, I Morales, I Posner, X Dong ICML 2023 Workshop on Topology, Algebra, and Geometry in Machine Learning, 2023 | | 2023 |