| 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 | 10 | 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 2021-2021 IEEE International Conference on Acoustics, Speech and …, 2021 | 7 | 2021 |
| Dynamic Portfolio Cuts: A Spectral Approach to Graph-Theoretic Diversification A Arroyo, B Scalzo, L Stanković, DP Mandic ICASSP 2022-2022 IEEE International Conference on Acoustics, Speech and …, 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 Advances in Neural Information Processing Systems 36, 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 |
Haitz Sáez de Ocáriz BordeUniversity of OxfordVerified email at cam.ac.uk
