Derek Snow

The Alan Turing Institute

Research Associate for Machine Learning in Finance

British Library, 96 Euston Rd

London, NW1 2DB

United Kingdom

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

SCHOLARLY PAPERS

14

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Top 2,633

in Total Papers Downloads

18,766

SSRN CITATIONS

1

CROSSREF CITATIONS

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Scholarly Papers (14)

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 9,649 (785)

Abstract:

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asset management, portfolio, machine learning, trading strategies

2.

MTSS-GAN: Multivariate Time Series Simulation Generative Adversarial Networks

Number of pages: 7 Posted: 26 Jun 2020
Derek Snow
The Alan Turing Institute
Downloads 1,982 (11,368)
Citation 1

Abstract:

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

3.

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 1,470 (18,054)

Abstract:

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

4.

AtsPy: Automated Time Series Forecasting in Python

Number of pages: 2 Posted: 14 May 2020
Derek Snow
The Alan Turing Institute
Downloads 1,022 (30,791)

Abstract:

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

5.

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 959 (33,754)
Citation 1

Abstract:

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

6.

DeltaPy: A Framework for Tabular Data Augmentation in Python

Number of pages: 3 Posted: 19 May 2020
Derek Snow
The Alan Turing Institute
Downloads 928 (35,541)
Citation 2

Abstract:

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

7.

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 707 (51,064)

Abstract:

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Bankruptcy Prediction, Machine Learning, Corporate Default, Bankruptcy Outcomes

8.

Black-Box Model Risk in Finance

Number of pages: 31 Posted: 19 Mar 2021
University of Oxford - Mathematical Institute, The Alan Turing Institute and University of Edinburgh - School of Mathematics
Downloads 578 (66,143)

Abstract:

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Neural Networks, derivative pricing, hedging, model risk, data cleaning, quantitative finance, data-driven models, market generators, uncertainty, reinforcement learning, sensitivity, adversarial attacks, robustness, expert design

9.

Financial Machine Learning Regulation

Number of pages: 33 Posted: 14 May 2019
Derek Snow
The Alan Turing Institute
Downloads 470 (85,380)

Abstract:

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Regulation, Machine Learning, FI, Financial Institution, Regtech

10.

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 436 (93,151)

Abstract:

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

11.

FairPut: A Light Framework for Machine Learning Fairness with LightGBM

Number of pages: 8 Posted: 29 Jun 2020 Last Revised: 22 Oct 2020
Derek Snow
The Alan Turing Institute
Downloads 179 (230,618)

Abstract:

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

12.

DataGene: A Framework for Dataset Similarity

Number of pages: 6 Posted: 29 Jun 2020 Last Revised: 22 Oct 2020
Derek Snow
The Alan Turing Institute
Downloads 149 (268,676)

Abstract:

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

13.

A Portfolio Strategy Using Glassdoor’s Business Outlook Ratings

Number of pages: 62 Posted: 21 Jan 2020
Derek Snow
The Alan Turing Institute
Downloads 127 (303,952)

Abstract:

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Glassdoor, Employee, Investment, Trading Strategy, Portfolio

14.

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 110 (336,672)

Abstract:

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