Jan-Peter Calliess

Publication Activity (10 Years)

Years Active: 2012-2024
Publications (10 Years): 23

Top Topics

Gaussian Process

Top Venues

Publications

Fabian Krause, Jan-Peter Calliess
End-to-End Policy Learning of a Statistical Arbitrage Autoencoder Architecture. CoRR (2024)
Julien Walden Huang, Stephen J. Roberts, Jan-Peter Calliess
On the Sample Complexity of Lipschitz Constant Estimation. Trans. Mach. Learn. Res. 2023 (2023)
Maitha Al Shimmari, Jan-Peter Calliess, David Wallom
Time-Series Clustering Of UK Non-domestic Consumers For Demand Response Aggregators. ISGT Asia (2023)
Danni Shi, Jan-Peter Calliess, Mihai Cucuringu
Multireference Alignment for Lead-Lag Detection in Multivariate Time Series and Equity Trading. ICAIF (2023)
Peer Nagy, Jan-Peter Calliess, Stefan Zohren
Asynchronous Deep Double Duelling Q-Learning for Trading-Signal Execution in Limit Order Book Markets. CoRR (2023)
Peer Nagy, Jan-Peter Calliess, Stefan Zohren
Asynchronous Deep Double Dueling Q-learning for trading-signal execution in limit order book markets. Frontiers Artif. Intell. 6 (2023)
Maximilian Ahrens, Julian Ashwin, Jan-Peter Calliess, Vu Nguyen
Bayesian Topic Regression for Causal Inference. CoRR (2021)
Peter Belcak, Jan-Peter Calliess, Stefan Zohren
Fast Agent-Based Simulation Framework with Applications to Reinforcement Learning and the Study of Trading Latency Effects. MABS (2021)
Maximilian Ahrens, Julian Ashwin, Jan-Peter Calliess, Vu Nguyen
Bayesian Topic Regression for Causal Inference. EMNLP (1) (2021)
José María Manzano, David Muñoz de la Peña, Jan-Peter Calliess, Daniel Limón
Componentwise Hölder Inference for Robust Learning-Based MPC. IEEE Trans. Autom. Control. 66 (11) (2021)
Xingchen Wan, Jie Yang, Slavi Marinov, Jan-Peter Calliess, Stefan Zohren, Xiaowen Dong
Sentiment Diffusion in Financial News Networks and Associated Market Movements. CoRR (2020)
Jan-Peter Calliess, Stephen J. Roberts, Carl Edward Rasmussen, Jan M. Maciejowski
Lazily Adapted Constant Kinky Inference for nonparametric regression and model-reference adaptive control. Autom. 122 (2020)
Kyriakos Polymenakos, Luca Laurenti, Andrea Patane, Jan-Peter Calliess, Luca Cardelli, Marta Kwiatkowska, Alessandro Abate, Stephen J. Roberts
Safety Guarantees for Iterative Predictions with Gaussian Processes. CDC (2020)
Peter Belcak, Jan-Peter Calliess, Stefan Zohren
Fast Agent-Based Simulation Framework of Limit Order Books with Applications to Pro-Rata Markets and the Study of Latency Effects. CoRR (2020)
José María Manzano, Daniel Limón, David Muñoz de la Peña, Jan-Peter Calliess
Robust learning-based MPC for nonlinear constrained systems. Autom. 117 (2020)
Kyriakos Polymenakos, Luca Laurenti, Andrea Patane, Jan-Peter Calliess, Luca Cardelli, Marta Kwiatkowska, Alessandro Abate, Stephen J. Roberts
Safety Guarantees for Planning Based on Iterative Gaussian Processes. CoRR (2019)
Ahsan S. Alvi, Bin Xin Ru, Jan-Peter Calliess, Stephen J. Roberts, Michael A. Osborne
Asynchronous Batch Bayesian Optimisation with Improved Local Penalisation. ICML (2019)
Arno Blaas, Adam D. Cobb, Jan-Peter Calliess, Stephen J. Roberts
Scalable Bounding of Predictive Uncertainty in Regression Problems with SLAC. SUM (2018)
Jan-Peter Calliess, Stephen J. Roberts, Carl E. Rasmussen, Jan M. Maciejowski
Nonlinear Set Membership Regression with Adaptive Hyper-Parameter Estimation for Online Learning and Control. ECC (2018)
Jan-Peter Calliess, Antonis Papachristodoulou, Stephen J. Roberts
Bayesian Nonparametrics and Feedback-Linearisation of Discretised Control-Affine Systems. CDC (2018)
Jan-Peter Calliess
Lipschitz Optimisation for Lipschitz Interpolation. CoRR (2017)
Jan-Peter Calliess
Lazily Adapted Constant Kinky Inference for Nonparametric Regression and Model-Reference Adaptive Control. CoRR (2017)
Jan-Peter Calliess
Lipschitz optimisation for Lipschitz Interpolation. ACC (2017)
Jan-Peter Calliess, Michael A. Osborne, Stephen J. Roberts
Conservative collision prediction and avoidance for stochastic trajectories in continuous time and space. CoRR (2014)
Jan-Peter Calliess, Michael A. Osborne, Stephen J. Roberts
Conservative collision prediction and avoidance for stochastic trajectories in continuous time and space. AAMAS (2014)
Jan-Peter Calliess, Antonis Papachristodoulou, Stephen J. Roberts
Stochastic processes and feedback-linearisation for online identification and Bayesian adaptive control of fully-actuated mechanical systems. CoRR (2013)
Jan-Peter Calliess, Michael Alan Osborne, Stephen J. Roberts
Towards Optimization-Based Multi-Agent Collision-Avoidance Under Continuous Stochastic Dynamics. MAPF@AAAI (2012)