1 code implementation • 8 May 2024 • Henning Heyen, Amy Widdicombe, Noah Y. Siegel, Maria Perez-Ortiz, Philip Treleaven
Large language models (LLMs) are becoming bigger to boost performance.
no code implementations • 27 Feb 2024 • Konark Jain, Nick Firoozye, Jonathan Kochems, Philip Treleaven
Limit Order Books (LOBs) serve as a mechanism for buyers and sellers to interact with each other in the financial markets.
no code implementations • 14 Dec 2023 • Konark Jain, Nick Firoozye, Jonathan Kochems, Philip Treleaven
We propose a novel methodology of using Compound Hawkes Process for the LOB where each event has an order size sampled from a calibrated distribution.
1 code implementation • 25 Aug 2023 • Reem I. Masoud, Ziquan Liu, Martin Ferianc, Philip Treleaven, Miguel Rodrigues
Our results quantify the cultural alignment of LLMs and reveal the difference between LLMs in explanatory cultural dimensions.
no code implementations • 15 Aug 2023 • Rem Sadykhov, Geoffrey Goodell, Denis de Montigny, Martin Schoernig, Philip Treleaven
The paper proposes a formal analysis framework for wealth distribution analysis and simulation of interactions between economic participants in an economy.
no code implementations • 22 Jul 2022 • Chenyao Li, Stylianos Kampakis, Philip Treleaven
This research investigates a new method to evaluate the value of current football players, based on establishing the machine learning models to investigate the relations among the various features of players, the salary of players, and the market value of players.
2 code implementations • 7 Apr 2020 • Adriano Koshiyama, Sebastian Flennerhag, Stefano B. Blumberg, Nick Firoozye, Philip Treleaven
The encoder transforms market-specific data into an abstract latent representation that is processed by a global model shared by all markets, while the decoder learns a market-specific trading strategy based on both local and global information from the market-specific encoder and the global model.
no code implementations • 7 Jan 2019 • Adriano Koshiyama, Nick Firoozye, Philip Treleaven
Systematic trading strategies are algorithmic procedures that allocate assets aiming to optimize a certain performance criterion.
no code implementations • 4 Oct 2018 • Adriano Soares Koshiyama, Nick Firoozye, Philip Treleaven
Derivative traders are usually required to scan through hundreds, even thousands of possible trades on a daily basis.
no code implementations • 3 Jul 2015 • Olga Kolchyna, Tharsis T. P. Souza, Philip Treleaven, Tomaso Aste
We present a new ensemble method that uses a lexicon based sentiment score as input feature for the machine learning approach.