Publications

Kieran Wood, Stefan Zohren, Stephen J. Roberts (2026). DeRegiME: Deep Regime Mixtures for Probabilistic Forecasting under Distribution Shift. arXiv preprint.

Shakeel Gavioli-Akilagun, Kieran Wood, Francesco Quinzan (2026). Detecting Changes in Causal Dependence with Kernels and Copulas. arXiv preprint.

Adir Saly-Kaufmann, Kieran Wood, Jan Peter-Calliess, Stefan Zohren (2026). Deep Learning for Financial Time Series: A Large-Scale Benchmark of Risk-Adjusted Performance. arXiv preprint.

Cite PDF arXiv Code

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

Cite PDF arXiv Code

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.