Luis Montesdeoca

Publication Activity (10 Years)

Years Active: 2016-2019
Publications (10 Years): 4

Top Topics

Matrix Factorization

Individual Features

Top Venues

Publications

Luis Montesdeoca, Steven Squires, Mahesan Niranjan
Variational Autoencoder for Non-Negative Matrix Factorization with Exogenous Inputs Applied to Financial Data Modelling. ISPA (2019)
Luis Montesdeoca, Mahesan Niranjan
On Comparing the Influences of Exogenous Information on Bitcoin Prices and Stock Index Values. MARBLE (2019)
Steven Squires, Luis Montesdeoca, Adam Prügel-Bennett, Mahesan Niranjan
Non-Negative Matrix Factorization with Exogenous Inputs for Modeling Financial Data. ICONIP (2) (2017)
Luis Montesdeoca, Mahesan Niranjan
Extending the feature set of a data-driven artificial neural network model of pricing financial options. SSCI (2016)