Publications

Machine learning applications on time series data for systematic investing

Elizabeth Fons

Adaptive Weighting Scheme for Automatic Data Augmentation

Elizabeth Fons, Paula Dawson, Xiao-jun Zeng, John Keane, Alexandros Iosifidis

Evaluating data augmentation for financial time series classification

Elizabeth Fons, Paula Dawson, Xiao-jun Zeng, John Keane, Alexandros Iosifidis

Augmenting transferred representations for stock classification

Elizabeth Fons, Paula Dawson, Xiao-jun Zeng, John Keane, Alexandros Iosifidis

A novel dynamic asset allocation system using Feature Saliency Hidden Markov models for smart beta investing

Elizabeth Fons, Paula Dawson, Jeffrey Yau, Xiao-jun Zeng, John Keane

Improvement of the event selection for W-pairs in the semi-leptonic channel with a boosted hadronic W

Elizabeth Fons