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

DOWNLOADS
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Top 2,878

in Total Papers Downloads

16,309

SSRN CITATIONS

1

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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 8,667 (824)

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 1,566 (14,808)
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 1,333 (18,941)

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 910 (33,071)

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 893 (33,956)
Citation 1

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

6.

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 667 (50,365)

Abstract:

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Bankruptcy Prediction, Machine Learning, Corporate Default, Bankruptcy Outcomes

7.

DeltaPy: A Framework for Tabular Data Augmentation in Python

Number of pages: 3 Posted: 19 May 2020
Derek Snow
The Alan Turing Institute
Downloads 546 (65,173)
Citation 1

Abstract:

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

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 455 (81,347)

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 443 (83,950)

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 385 (98,794)

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 144 (256,309)

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 117 (299,632)

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 99 (335,871)

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 84 (372,280)

Abstract:

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