← All authors Stephen Roberts University of Oxford (from arXiv:2112.03718, 2021) · ORCID · OpenAlex
58 papers in scope · 57 published · 1 on the econ.EM arXiv · 3,814 citations · h-index 25 (over the papers listed here)
Papers (1 of 58)
Evaluating Sentiment and Factuality of Offshore Wind Technological Trends Using Large Language Models
published 2025 · Energies
with Holly Freed, Konstantina Vogiatzaki
Prediction of tidal currents in the Inner Sound of the Pentland Firth using RTide
published 2025 · Proceedings of the ... European Wave and Tidal Energy Conference
with Thomas Monahan, Tianning Tang, Thomas A. A. Adcock
Assessing the Performance of Machine Learning Methods Trained on Public Health Observational Data: A Case Study From COVID‐19
published 2024 · Statistics in Medicine · 1 citations
with Davide Pigoli, Kieran Baker, Jobie Budd, Lorraine Butler, Harry Coppock, Sabrina Egglestone, Steven G. Gilmour, Chris Holmes, David J. Hurley, Radka Jersakova, Ivan Kiskin, Vasiliki Koutra, …
Few-Shot Learning Patterns in Financial Time Series for Trend-Following Strategies
published 2024 · The Journal of Financial Data Science · 3 citations · first circulated 2023
with Kieran Wood, Samuel Kessler, Stefan Zohren
View Fusion Vis-à-Vis a Bayesian Interpretation of Black–Litterman for Portfolio Allocation
published 2023 · The Journal of Financial Data Science
with Trent Spears, Stefan Zohren
Spatio-Temporal Momentum: Jointly Learning Time-Series and Cross-Sectional Strategies
published 2023 · The Journal of Financial Data Science · 7 citations
with Wee Ling Tan, Stefan Zohren
On Sequential Bayesian Inference for Continual Learning
published 2023 · Entropy · 6 citations
with Samuel Kessler, Adam D. Cobb, Tim G. J. Rudner, Stefan Zohren
Transfer Ranking in Finance: Applications to Cross-Sectional Momentum with Data Scarcity
published 2023 · Journal of Systematic Investing · 1 citations · first circulated 2022
with Daniel Poh, Stefan Zohren
Enhancing Cross-Sectional Currency Strategies by Context-Aware Learning to Rank with Self-Attention
published 2022 · The Journal of Financial Data Science · 13 citations · first circulated 2021
with Daniel Poh, Bryan Lim, Stefan Zohren
Same State, Different Task: Continual Reinforcement Learning without Interference
published 2022 · Proceedings of the AAAI Conference on Artificial Intelligence · 16 citations · first circulated 2021
with Samuel Kessler, Jack Parker-Holder, Philip Ball, Stefan Zohren
Maximum Entropy Approach to Massive Graph Spectrum Learning with Applications
published 2022 · Algorithms · 1 citations
with Diego Granziol, Binxin Ru, Xiaowen Dong, Stefan Zohren, Michael A. Osborne
Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection
published 2021 · The Journal of Financial Data Science · 25 citations
with Kieran Wood, Stefan Zohren
working paper 2021 · arXiv
Probabilistic machine learning for local volatility
published 2021 · The Journal of Computational Finance · 2 citations
Deep Learning for Portfolio Optimization
published 2020 · The Journal of Financial Data Science · 142 citations
with Zihao Zhang, Stefan Zohren
Ready Policy One: World Building Through Active Learning
published 2020 · International Conference on Machine Learning · 24 citations
with Philip Ball, Jack Parker-Holder, Aldo Pacchiano, Krzysztof Choromański
Cumulation, crash, coherency: A cryptocurrency bubble wavelet analysis
published 2020 · Finance research letters · 37 citations
with Wolfgang Fruehwirt, L.F.R. Hochfilzer, Leonard Weydemann
Effective Diversity in Population Based Reinforcement Learning
published 2020 · Neural Information Processing Systems · 46 citations
with Jack Parker-Holder, Aldo Pacchiano, Krzysztof Choromański
Thresholded ConvNet ensembles: neural networks for technical forecasting
published 2020 · Neural Computing and Applications · 4 citations
with Sid Ghoshal
Deep Reinforcement Learning for Trading
published 2020 · The Journal of Financial Data Science · 223 citations · first circulated 2019
with Zihao Zhang, Stefan Zohren
DeepLOB: Deep Convolutional Neural Networks for Limit Order Books
published 2019 · IEEE Transactions on Signal Processing · 277 citations · first circulated 2018
with Zihao Zhang, Stefan Zohren
Bioacoustic detection with wavelet-conditioned convolutional neural networks
published 2018 · Neural Computing and Applications · 89 citations
with Ivan Kiskin, Davide Zilli, Yunpeng Li, Marianne Sinka, Kathy Willis
Optimization, fast and slow: optimally switching between local and Bayesian optimization
published 2018 · International Conference on Machine Learning · 15 citations
with Mark McLeod, Michael A. Osborne
Novel Exploration Techniques (NETs) for Malaria Policy Interventions
published 2018 · Proceedings of the AAAI Conference on Artificial Intelligence · 18 citations
with Oliver Bent, Sekou L. Remy, Aisha Walcott-Bryant
Provenance Network Analytics
published 2018 · Data Mining and Knowledge Discovery · 24 citations
with Trung Dong Huynh, Mark Ebden, Joel E. Fischer, Luc Moreau
Bayesian Optimization of Personalized Models for Patient Vital-Sign Monitoring
published 2017 · IEEE Journal of Biomedical and Health Informatics · 15 citations
with Glen Wright Colopy, David A. Clifton
Weekend admissions and mortality for gastrointestinal disorders across England and Wales: population record linkage studies
published 2017 · British journal of surgery · 1 citations
no link
A Direct Mapping of Max k-SAT and High Order Parity Checks to a Chimera Graph
published 2016 · Scientific Reports · 62 citations
with Nicholas Chancellor, Stefan Zohren, P. A. Warburton, Simon C. Benjamin
Extracting predictive information from heterogeneous data streams using Gaussian Processes
published 2016 · Algorithmic Finance · 7 citations
with Sid Ghoshal
String and membrane Gaussian processes
published 2016 · Journal of Machine Learning Research · 11 citations · first circulated 2015
with Yves-Laurent Kom Samo
Dynamically Measuring Statistical Dependencies in Multivariate Financial Time Series Using Independent Component Analysis
published 2013 · ISRN Signal Processing · 3 citations
with Nauman Shah
Gaussian processes for time-series modelling
published 2013 · Philosophical Transactions of the Royal Society A Mathematical Physical and Engineering Sciences · 622 citations
with Michael A. Osborne, Mark Ebden, Steven Reece, Neale P. Gibson, S. Aigrain
Real-time information processing of environmental sensor network data using bayesian gaussian processes
published 2012 · ACM Transactions on Sensor Networks · 86 citations
with Michael A. Osborne, Alex Rogers, Nicholas R. Jennings
A tutorial on variational Bayesian inference
published 2011 · Artificial Intelligence Review · 326 citations
with Charles W. Fox
Bayesian inference for an adaptive Ordered Probit model: An application to Brain Computer Interfacing
published 2011 · Neural Networks · 9 citations
with Ji Won Yoon, Matthew Dyson, John Q. Gan
Gaussian Process Segmentation of Co-Moving Animals
published 2011 · AIP conference proceedings · 9 citations
with Steven Reece, Richard P. Mann, Iead Rezek, Ali Mohammad-Djafari, Jean-François Bercher, Pierre Bessìère
Sequential Bayesian Prediction in the Presence of Changepoints and Faults
published 2010 · The Computer Journal · 70 citations
with Roman Garnett, Michael A. Osborne, Steven Reece, A. Rogers
Sequential Dynamic Classification Using Latent Variable Models
published 2010 · The Computer Journal · 8 citations
with S. M. Lee
Sequential non-stationary dynamic classification with sparse feedback
published 2009 · Pattern Recognition · 20 citations
with D. R. Lowne, Roman Garnett
Adaptive classification for Brain Computer Interface systems using Sequential Monte Carlo sampling
published 2009 · Neural Networks · 30 citations
with Ji Won Yoon, Matthew Dyson, John Q. Gan
Gaussian Processes for Prediction of Homing Pigeon Flight Trajectories
published 2009 · AIP conference proceedings · 2 citations
with Richard P. Mann, Robin Freeman, Michael A. Osborne, Roman Garnett, Jessica Meade, Chris Armstrong, Dora Biro, Tim Guilford, Paul M. Goggans, Chun-Yong Chan
On Similarities between Inference in Game Theory and Machine Learning
published 2008 · Journal of Artificial Intelligence Research · 31 citations
with Iead Rezek, David S. Leslie, Steve Reece, A. Rogers, Rajdeep K. Dash, Nicholas R. Jennings
Variational Bayes for generalized autoregressive models
published 2002 · IEEE Transactions on Signal Processing · 161 citations
with W.D. Penny
Maximum a Posteriori Estimation of Coupled Hidden Markov Models
published 2002 · The Journal of VLSI Signal Processing Systems for Signal Image and Video Technology · 16 citations
with Iead Rezek, Michael Gibbs
Bayesian multivariate autoregressive models with structured priors
published 2002 · IEE Proceedings - Vision Image and Signal Processing · 89 citations
with W.D. Penny
Extreme value statistics for noveltydetectionin biomedical data processing
published 2000 · IEE Proceedings - Science Measurement and Technology · 72 citations
Learning interaction dynamics with coupledhidden Markovmodels
published 2000 · IEE Proceedings - Science Measurement and Technology · 30 citations
with Iead Rezek, Peter Sykacek
Inferring the eigenvalues of covariance matrices from limited, noisy data
published 2000 · IEEE Transactions on Signal Processing · 99 citations
with Richard Everson
Bayesian neural networks for classification: how useful is the evidence framework?
published 1999 · Neural Networks · 104 citations
with W.D. Penny
An empirical evaluation of Bayesian sampling with hybrid Monte Carlo for training neural network classifiers
published 1999 · Neural Networks · 35 citations
with Dirk Husmeier, W.D. Penny
Novelty detection using extreme value statistics
published 1999 · IEE Proceedings - Vision Image and Signal Processing · 192 citations
Neural networks: friends or foes?
published 1997 · Sensor Review · 4 citations
with W.D. Penny
Maximum certainty approach to feedforward neuralnetworks
published 1997 · Electronics Letters · 6 citations
with W.D. Penny
Parametric and non-parametric unsupervised cluster analysis
published 1997 · Pattern Recognition · 155 citations
A review of parametric modelling techniques for EEG analysis
published 1996 · Medical Engineering & Physics · 290 citations
with James Pardey, Lionel Tarassenko
A Probabilistic Resource Allocating Network for Novelty Detection
published 1994 · Neural Computation · 186 citations
with Lionel Tarassenko
New method of automated sleep quantification
published 1992 · Medical & Biological Engineering & Computing · 67 citations
with Lionel Tarassenko
Analysis of the sleep EEG using a multilayer network with spatial organisation
published 1992 · IEE Proceedings F Radar and Signal Processing · 22 citations
with Lionel Tarassenko
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