Derek Snow

The Alan Turing Institute

Research Associate for Machine Learning in Finance

British Library, 96 Euston Rd

London, NW1 2DB

United Kingdom

http://https://www.turing.ac.uk/

New York University (NYU) - Finance and Risk Engineering Department

Visiting Doctoral Student

6 Metrotech Center

New York, NY 11201

United States

University of Auckland

Doctoral Candidate

Private Bag 92019

Auckland Mail Centre

Auckland, 1142

New Zealand

SCHOLARLY PAPERS

13

DOWNLOADS
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9,473

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Scholarly Papers (13)

1.

Machine Learning in Asset Management

JFDS: https://jfds.pm-research.com/content/2/1/10
Number of pages: 65 Posted: 18 Jul 2019 Last Revised: 23 Jun 2020
Derek Snow
The Alan Turing Institute
Downloads 6,051 (1,232)

Abstract:

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asset management, portfolio, machine learning, trading strategies

2.

A Surprising Thing: The Application of Machine Learning Ensembles and Signal Theory to Predict Earnings Surprises

Number of pages: 103 Posted: 17 Jul 2019 Last Revised: 25 Mar 2020
Derek Snow
The Alan Turing Institute
Downloads 936 (26,545)

Abstract:

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Machine Learning, Earnings Surprise, Event-driven, Trading Strategy, Prediction

3.

Financial Event Prediction using Machine Learning

Number of pages: 228 Posted: 15 Nov 2019 Last Revised: 25 Mar 2020
Derek Snow
The Alan Turing Institute
Downloads 498 (61,858)

Abstract:

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Event Prediction, Financial Event, Machine Learning, Classification, Earnings, Bankruptcy, Facility Closure

4.

Investigating Accounting Patterns for Bankruptcy and Filing Outcome Prediction using Machine Learning Models

Number of pages: 115 Posted: 18 Jul 2019 Last Revised: 25 Mar 2020
Derek Snow
The Alan Turing Institute
Downloads 481 (64,247)

Abstract:

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Bankruptcy Prediction, Machine Learning, Corporate Default, Bankruptcy Outcomes

5.

AtsPy: Automated Time Series Forecasting in Python

Number of pages: 2 Posted: 14 May 2020
Derek Snow
The Alan Turing Institute
Downloads 365 (89,715)

Abstract:

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Automated Time Series, Time Series, Forecasting, Economics, Business

6.

Financial Machine Learning Regulation

Number of pages: 33 Posted: 14 May 2019
Derek Snow
The Alan Turing Institute
Downloads 355 (92,022)

Abstract:

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Regulation, Machine Learning, FI, Financial Institution, Regtech

7.

MTSS-GAN: Multivariate Time Series Simulation Generative Adversarial Networks

Number of pages: 7 Posted: 26 Jun 2020
Derek Snow
The Alan Turing Institute
Downloads 289 (115,417)

Abstract:

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Time Series, Generation, Synthetic, GAN, Generative, Multivariate, Simulation, Synthesiser

8.

Predicting Global Restaurant Facility Closures

Number of pages: 57 Posted: 18 Jul 2019 Last Revised: 26 Mar 2020
Derek Snow
The Alan Turing Institute
Downloads 266 (125,956)

Abstract:

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Machine Learning, Applied, FirmAI, Restaurant, Bankruptcy, Failure, Closures

9.

DeltaPy: A Framework for Tabular Data Augmentation in Python

Number of pages: 3 Posted: 19 May 2020
Derek Snow
The Alan Turing Institute
Downloads 98 (294,936)

Abstract:

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Tabular Data, Augmentation Methods, Machine Learning, Data Science, Feature Engineering, Synthetic Data, Colab Notebook

10.

A Portfolio Strategy Using Glassdoor’s Business Outlook Ratings

Number of pages: 62 Posted: 21 Jan 2020
Derek Snow
The Alan Turing Institute
Downloads 44 (445,258)

Abstract:

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Glassdoor, Employee, Investment, Trading Strategy, Portfolio

11.

FairPut: A Light Framework for Machine Learning Fairness with LightGBM

FirmAIxGitHub, 2020
Number of pages: 8 Posted: 29 Jun 2020
Derek Snow
The Alan Turing Institute
Downloads 37 (474,955)

Abstract:

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Fairness, Explainability, Machine Learning, Robustness, Python, FairPut

12.

DataGene: A Framework for Dataset Similarity

Snow, FirmAIχGitHub, June 2020
Number of pages: 6 Posted: 29 Jun 2020
Derek Snow
The Alan Turing Institute
Downloads 32 (503,292)

Abstract:

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Distance, Time Series, Similarity, Metrics, Python, Data, Machine Learning, Data Science

13.

PandaPy: A Wrapper Around Structured Arrays to Mimic ‘Structs’ in the C Language

Number of pages: 2 Posted: 08 Jun 2020
Derek Snow
The Alan Turing Institute
Downloads 21 (561,404)

Abstract:

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Python, Pandas, Data Structure, Software, Finance, Economics, Latency, Memory, Structured, High Frequency Trading