Publications

Kieran Wood, Stephen J. Roberts, Stefan Zohren (2026). DeePM: Regime-Robust Deep Learning for Systematic Macro Portfolio Management. arXiv preprint.

Kieran Wood, Samuel Kessler, Stephen J. Roberts, Stefan Zohren (2023). Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies. In the Journal of Financial Data Science.

Kieran Wood, Sven Giegerich, Stephen Roberts, Stefan Zohren (2021). Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture.

Kieran Wood, Stephen Roberts, Stefan Zohren (2021). Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection. In the Journal of Financial Data Science.