Skip to content

Denise Gorse

Publication record assembled from the DBLP archive of ranked conferences.

Papers indexed

23

Venues

9

Active years

1993–2022

Best venue rank

B

Where they publish

Papers

23 indexed papers, newest first.

YearVenueTitleAuthors
2022ICAISCPortfolio Transformer for Attention-Based Asset Allocation.Damian Kisiel, Denise Gorse
2022ICANNASTra: A Novel Algorithm-Level Approach to Imbalanced Classification.David Twomey, Denise Gorse
2022SMCA Novel Multi-Objective Velocity-Free Boolean Particle Swarm Optimization.Wei Quan, Denise Gorse
2021ICMLAIntra-Day Price Simulation with Generative Adversarial Modelling of the Order Flow.Ye-Sheen Lim, Denise Gorse
2020ICAISCDeep Recurrent Modelling of Stationary Bitcoin Price Formation Using the Order Flow.Ye-Sheen Lim, Denise Gorse
2020IJCNNDeep Probabilistic Modelling of Price Movements for High-Frequency Trading.Ye-Sheen Lim, Denise Gorse
2018ESANNReinforcement Learning for High-Frequency Market Making.Ye-Sheen Lim, Denise Gorse
2018ESANNA neural network cost function for highly class-imbalanced data sets.David Twomey, Denise Gorse
2017ESANNPseudo-analytical solutions for stochastic options pricing using Monte Carlo simulation and Breeding PSO-trained neural networks.Sam Palmer, Denise Gorse
2017ICANNA New Methodology to Exploit Predictive Power in (Open, High, Low, Close) Data.Andrew D. Mann, Denise Gorse
2017ICONIPDeep Candlestick Mining.Andrew D. Mann, Denise Gorse
2015EANNNeural Networks and Particle Swarm Optimization for Function Approximation in Tri-SWACH Hull Design.Sam Palmer, Denise Gorse, Ema Muk-Pavic
2015ICONIPTrading Optimally Diversified Portfolios in Emerging Markets with Neuro-Particle Swarm Optimisation.Pascal Khoury, Denise Gorse
2015IJCNNInvesting in emerging markets using neural networks and particle swarm optimisation.Pascal Khoury, Denise Gorse
2013ESANNBinary particle swarm optimisation with improved scaling behaviour.Denise Gorse
2013ICONIPInvestigation of the Predictability of Steel Manufacturer Stock Price Movements Using Particle Swarm Optimisation.Pascal Khoury, Denise Gorse
2013ICONIPA Novel Application of Particle Swarm Optimisation to Optimal Trade Execution.Marzieh Saeidi, Denise Gorse
2012ICANNConstruction of Emerging Markets Exchange Traded Funds Using Multiobjective Particle Swarm Optimisation.Marta Dez-Fernndez, Sergio Alvarez Telea, Denise Gorse
2012ICONIPIdentification of Factors Characterising Volatility and Firm-Specific Risk Using Ensemble Classifiers.Pascal Khoury, Denise Gorse
2012PPSNExtracting Key Gene Regulatory Dynamics for the Direct Control of Mechanical Systems.Jean Krohn, Denise Gorse
2011ESANNApplication of stochastic recurrent reinforcement learning to index trading.Denise Gorse
2010PPSNFractal Gene Regulatory Networks for Control of Nonlinear Systems.Jean Krohn, Denise Gorse
1993ESANNTraking global minima using a range expansion algorithm.Denise Gorse, Adrian J. Shepherd, John G. Taylor