User profiles for Fernando De Meer Pardo

Fernando De Meer Pardo

PhD Student
Verified email at zhaw.ch
Cited by 30

[PDF][PDF] Enriching financial datasets with generative adversarial networks

F de Meer Pardo - MS thesis, Delft University of Technology, The …, 2019 - markrbest.github.io
The scarcity of historical financial data has been a huge hindrance for the development of
algorithmic trading models ever since the first models were devised. Most financial models …

Mitigating overfitting on financial datasets with generative adversarial networks

FDM Pardo, RC López - The Journal of Financial Data Science, 2019 - pm-research.com
Overfitting is an inevitable phenomenon when applying deep learning techniques to financial
data, given the relative scarcity of available historical data and the ever-changing nature of …

A Modular Framework for Reinforcement Learning Optimal Execution

FM Pardo, C Auth, F Dascalu - arXiv preprint arXiv:2208.06244, 2022 - arxiv.org
In this article, we develop a modular framework for the application of Reinforcement Learning
to the problem of Optimal Trade Execution. The framework is designed with flexibility in …

Tackling the Exponential Scaling of Signature-Based Generative Adversarial Networks for High-Dimensional Financial Time-Series Generation

F de Meer Pardo, P Schwendner… - The Journal of Financial …, 2022 - pm-research.com
Generative adversarial networks (GANs) have been shown to be able to generate samples
of complex financial time series, particularly by employing the concept of path signatures, a …

Compositional response of Amazon forests to climate change

…, L Valenzuela Gamarra, PJ Van De Meer… - Global change …, 2019 - Wiley Online Library
Most of the planet's diversity is concentrated in the tropics, which includes many regions
undergoing rapid climate change. Yet, while climate‐induced biodiversity changes are widely …

[PDF][PDF] A Modular Framework for Reinforcement Learning Optimal Execution.

F de Meer Pardo, C Auth, F Dascalu - arXiv e-prints, 2022 - researchgate.net
In this article, we develop a modular framework for the application of Reinforcement Learning
to the problem of Optimal Trade Execution. The framework is designed with flexibility in …

A modular framework for reinforcement learning optimal execution

JA Posth, F De Meer Pardo - 7th European COST …, 2022 - digitalcollection.zhaw.ch
One of the most crucial challenges of Reinforcement Learning applied to market applications
is that the true environment (the market) is inaccessible and thus we have to decide on how …

[HTML][HTML] Tree mode of death and mortality risk factors across Amazon forests

…, EA De Oliveira, NP Camacho, G Pardo… - Nature …, 2020 - nature.com
The carbon sink capacity of tropical forests is substantially affected by tree mortality. However,
the main drivers of tropical tree death remain largely unknown. Here we present a pan-…

Water table depth modulates productivity and biomass across Amazonian forests

…, GA Aymard C, GF Llampazo, G Pardo… - Global Ecology and …, 2022 - Wiley Online Library
Aim Water availability is the major driver of tropical forest structure and dynamics. Most
research has focused on the impacts of climatic water availability, whereas remarkably little is …

Intraductal papillary mucinous neoplasms (IPMN) of the pancreas: clinico-pathologic results

…, AÁ Bueno, N Pedano, MD Lozano, JJ Sola, F Pardo - 2010 - dadun.unav.edu
… Objetivo: analizar los resultados clínicos y patológicos de 15 pacientes diagnosticados
de NPMI e intervenidos según las recomendaciones de conferencia de consenso. Material y …