Denise Gorse

Publication Activity (10 Years)

Years Active: 1991-2023
Publications (10 Years): 30

Top Topics

Trained Neural Networks

Particle Swarm Optimisation

Asset Allocation

Top Venues

Publications

Piotr Pomorski, Denise Gorse
Multi-Period Portfolio Optimisation Using a Regime-Switching Predictive Framework. CoRR (2023)
Piotr Pomorski, Denise Gorse
Improving Portfolio Performance Using a Novel Method for Predicting Financial Regimes. LOD (2) (2023)
Piotr Pomorski, Denise Gorse
Improving Portfolio Performance Using a Novel Method for Predicting Financial Regimes. CoRR (2023)
Wei Quan, Denise Gorse
A Novel Multi-Objective Velocity-Free Boolean Particle Swarm Optimization. SMC (2022)
Akshat Goel, Denise Gorse
Deep vs. Shallow Learning: A Benchmark Study in Low Magnitude Earthquake Detection. CoRR (2022)
Piotr Pomorski, Denise Gorse
Improving on the Markov-Switching Regression Model by the Use of an Adaptive Moving Average. CoRR (2022)
Wei Quan, Denise Gorse
A Novel Multi-Objective Velocity-Free Boolean Particle Swarm Optimization. CoRR (2022)
Damian Kisiel, Denise Gorse
Axial-LOB: High-Frequency Trading with Axial Attention. CoRR (2022)
David Twomey, Denise Gorse
ASTra: A Novel Algorithm-Level Approach to Imbalanced Classification. CoRR (2022)
David Twomey, Denise Gorse
ASTra: A Novel Algorithm-Level Approach to Imbalanced Classification. ICANN (3) (2022)
Damian Kisiel, Denise Gorse
Axial-LOB: High-Frequency Trading with Axial Attention. SSCI (2022)
Damian Kisiel, Denise Gorse
Portfolio Transformer for Attention-Based Asset Allocation. ICAISC (1) (2022)
Damian Kisiel, Denise Gorse
A Meta-Method for Portfolio Management Using Machine Learning for Adaptive Strategy Selection. CoRR (2021)
Ye-Sheen Lim, Denise Gorse
Intra-Day Price Simulation with Generative Adversarial Modelling of the Order Flow. CoRR (2021)
Damian Kisiel, Denise Gorse
A Meta-Method for Portfolio Management Using Machine Learning for Adaptive Strategy Selection. CIIS (2021)
Ye-Sheen Lim, Denise Gorse
Intra-Day Price Simulation with Generative Adversarial Modelling of the Order Flow. ICMLA (2021)
Ye-Sheen Lim, Denise Gorse
Deep Recurrent Modelling of Stationary Bitcoin Price Formation Using the Order Flow. ICAISC (1) (2020)
Ye-Sheen Lim, Denise Gorse
Deep Probabilistic Modelling of Price Movements for High-Frequency Trading. CoRR (2020)
Ye-Sheen Lim, Denise Gorse
Deep Probabilistic Modelling of Price Movements for High-Frequency Trading. IJCNN (2020)
Ye-Sheen Lim, Denise Gorse
Deep Recurrent Modelling of Stationary Bitcoin Price Formation Using the Order Flow. CoRR (2020)
Ross C. Phillips, Denise Gorse
Mutual-Excitation of Cryptocurrency Market Returns and Social Media Topics. CoRR (2018)
Ye-Sheen Lim, Denise Gorse
Reinforcement Learning for High-Frequency Market Making. ESANN (2018)
David Twomey, Denise Gorse
A neural network cost function for highly class-imbalanced data sets. ESANN (2018)
Andrew D. Mann, Denise Gorse
Deep Candlestick Mining. ICONIP (2) (2017)
Ross C. Phillips, Denise Gorse
Predicting cryptocurrency price bubbles using social media data and epidemic modelling. SSCI (2017)
Andrew D. Mann, Denise Gorse
A New Methodology to Exploit Predictive Power in (Open, High, Low, Close) Data. ICANN (2) (2017)
Sam Palmer, Denise Gorse
Pseudo-analytical solutions for stochastic options pricing using Monte Carlo simulation and Breeding PSO-trained neural networks. ESANN (2017)
Pascal Khoury, Denise Gorse
Investing in emerging markets using neural networks and particle swarm optimisation. IJCNN (2015)
Sam Palmer, Denise Gorse, Ema Muk-Pavic
Neural Networks and Particle Swarm Optimization for Function Approximation in Tri-SWACH Hull Design. EANN Workshops (2015)
Pascal Khoury, Denise Gorse
Trading Optimally Diversified Portfolios in Emerging Markets with Neuro-Particle Swarm Optimisation. ICONIP (2) (2015)
Denise Gorse
Binary particle swarm optimisation with improved scaling behaviour. ESANN (2013)
Marzieh Saeidi, Denise Gorse
A Novel Application of Particle Swarm Optimisation to Optimal Trade Execution. ICONIP (2) (2013)
Pascal Khoury, Denise Gorse
Investigation of the Predictability of Steel Manufacturer Stock Price Movements Using Particle Swarm Optimisation. ICONIP (2) (2013)
Pascal Khoury, Denise Gorse
Identification of Factors Characterising Volatility and Firm-Specific Risk Using Ensemble Classifiers. ICONIP (4) (2012)
Marta Díez-Fernández, Sergio Alvarez Teleña, Denise Gorse
Construction of Emerging Markets Exchange Traded Funds Using Multiobjective Particle Swarm Optimisation. ICANN (2) (2012)
Jean Krohn, Denise Gorse
Extracting Key Gene Regulatory Dynamics for the Direct Control of Mechanical Systems. PPSN (1) (2012)
Denise Gorse
Application of stochastic recurrent reinforcement learning to index trading. ESANN (2011)
Jean Krohn, Denise Gorse
Fractal Gene Regulatory Networks for Control of Nonlinear Systems. PPSN (2) (2010)
Trevor G. Clarkson, Chris Christodoulou, Yelin Guan, Denise Gorse, David A. Romano-Critchley, John G. Taylor
Speaker identification for security systems using reinforcement-trained pRAM neural network architectures. IEEE Trans. Syst. Man Cybern. Syst. 31 (1) (2001)
Denise Gorse, Adrian J. Shepherd, John G. Taylor
The New ERA in Supervised Learning. Neural Networks 10 (2) (1997)
Denise Gorse, David A. Romano-Critchley, John G. Taylor
A pulse-based reinforcement algorithm for learning continuous functions. Neurocomputing 14 (4) (1997)
Trevor G. Clarkson, John G. Taylor, Denise Gorse
Response to letter by K. Gurney. Neural Networks 8 (3) (1995)
Yelin Guan, Trevor G. Clarkson, John G. Taylor, Denise Gorse
Noisy reinforcement training for pRAM nets. Neural Networks 7 (3) (1994)
Denise Gorse, Adrian J. Shepherd, John G. Taylor
Traking global minima using a range expansion algorithm. ESANN (1993)
Trevor G. Clarkson, Yelin Guan, John G. Taylor, Denise Gorse
Generalization in probabilistic RAM nets. IEEE Trans. Neural Networks 4 (2) (1993)
Trevor G. Clarkson, Denise Gorse, John G. Taylor, C. K. Ng
Learning Probabilistic RAM Nets Using VLSI Structures. IEEE Trans. Computers 41 (12) (1992)
Denise Gorse, John G. Taylor
A continuous input RAM-based stochastic neural model. Neural Networks 4 (5) (1991)