| DeepLOB: Deep Convolutional Neural Networks for Limit Order Books Z Zhang, S Zohren, S Roberts IEEE Transactions on Signal Processing, 2019 | 256 | 2019 |
| Deep Reinforcement Learning for Trading Z Zhang, S Zohren, S Roberts Journal of Financial Data Science 2 (2), 2019 | 210 | 2019 |
| Deep Learning for Portfolio Optimisation Z Zhang, S Zohren, S Roberts Journal of Financial Data Science 2 (4), 2020 | 118 | 2020 |
| Deep learning for market by order data Z Zhang, B Lim, S Zohren Applied Mathematical Finance 28 (1), 79-95, 2021 | 25 | 2021 |
| BDLOB: Bayesian deep convolutional neural networks for limit order books Z Zhang, S Zohren, S Roberts Third workshop on Bayesian Deep Learning (NeurIPS 2018), Montréal, Canada., 2018 | 21 | 2018 |
| A universal end-to-end approach to portfolio optimization via deep learning C Zhang, Z Zhang, M Cucuringu, S Zohren arXiv preprint arXiv:2111.09170, 2021 | 18 | 2021 |
| Extending Deep Learning Models for Limit Order Books to Quantile Regression Z Zhang, S Zohren, S Roberts Proceedings of Time Series Workshop of the 36 th International Conference on …, 2019 | 14 | 2019 |
| Strongly adaptive oco with memory Z Zhang, A Cutkosky, IC Paschalidis arXiv preprint arXiv:2102.01623, 2021 | 4 | 2021 |
| Simulating financial markets at the atomic level J Powrie, Z Zhang, S Zohren | 1 | 2021 |
| Hierarchical modelling for financial data Z Zhang University of Oxford, 2020 | 1 | 2020 |
Stefan ZohrenUniversity of OxfordDirección de correo verificada de eng.ox.ac.uk
