no code implementations • 15 Mar 2024 • Fernando Moreno-Pino, Álvaro Arroyo, Harrison Waldon, Xiaowen Dong, Álvaro Cartea
To mitigate this, we introduce the Rough Transformer, a variation of the Transformer model which operates on continuous-time representations of input sequences and incurs significantly reduced computational costs, critical for addressing long-range dependencies common in medical contexts.
no code implementations • 18 Oct 2023 • Óscar Jiménez Rama, Fernando Moreno-Pino, David Ramírez, Pablo M. Olmos
The best encoding is the one that is interpretable in nature.
no code implementations • 8 Jun 2023 • Alvaro Arroyo, Alvaro Cartea, Fernando Moreno-Pino, Stefan Zohren
Essential to this choice is the fill probability of a passive limit order placed in the LOB.
no code implementations • 17 Jan 2023 • María Martínez-García, Fernando Moreno-Pino, Pablo M. Olmos, Antonio Artés-Rodríguez
Sleep constitutes a key indicator of human health, performance, and quality of life.
no code implementations • 8 Nov 2022 • Fernando Moreno-Pino, María Martínez-García, Pablo M. Olmos, Antonio Artés-Rodríguez
Psychiatric patients' passive activity monitoring is crucial to detect behavioural shifts in real-time, comprising a tool that helps clinicians supervise patients' evolution over time and enhance the associated treatments' outcomes.
no code implementations • 23 Sep 2022 • Fernando Moreno-Pino, Stefan Zohren
Volatility forecasts play a central role among equity risk measures.
1 code implementation • 12 Jan 2022 • Fernando Moreno-Pino, Emese Sükei, Pablo M. Olmos, Antonio Artés-Rodríguez
We introduce PyHHMM, an object-oriented open-source Python implementation of Heterogeneous-Hidden Markov Models (HHMMs).
1 code implementation • 13 Jul 2021 • Fernando Moreno-Pino, Pablo M. Olmos, Antonio Artés-Rodríguez
In this paper, we propose a forecasting architecture that combines deep autoregressive models with a Spectral Attention (SA) module, which merges global and local frequency domain information in the model's embedded space.