We demonstrate a novel application of online transfer learning for a digital assets trading
agent. This agent uses a powerful feature space representation in the form of an echo state …

We explore online inductive transfer learning, with a feature representation transfer from a
radial basis function network formed of Gaussian mixture model hidden processing units to a …

Financial time series are characterised by their nonstationarity and autocorrelation. Even if
these time series are differenced, technically ensuring their stationarity, they experience …

We extend the research into cross-sectional momentum trading strategies. Our main result
is our novel ranking algorithm, the naive Bayes asset ranker (nbar), which we use to select …

… Gabriel Borrageiro … I, Gabriel Borrageiro, confirm that the work presented in this thesis is
my own. Where information has been derived from other sources, I confirm that this has been …

Financial time series are both autocorrelated and nonstationary, presenting modelling
challenges that violate the independent and identically distributed random variables assumption …

… By submitting this thesis electronically, I Christopher Borrageiro declare that the entirety of
the work contained therein is my own, original work, that I am the sole author thereof (save to …

The present report aims to detail the activities undertaken during the curricular traineeship
in Translation and research project developed at the Centre for Atlantic History Studies — …

The Foreign Exchange, also known as Forex, is a highly dynamic and active market for
trading currencies, offering participants an exciting and challenging possibility to develop …

Parkinson’s disease (PD) is a devastating neurodegenerative disorder that affects an
estimated~ 5 million people worldwide and is associated with intracellular α-synuclein protein …