On-chip phonon-magnon reservoir for neuromorphic computing DD Yaremkevich, AV Scherbakov, L De Clerk, SM Kukhtaruk, A Nadzeyka, ... Nature Communications 14 (1), 8296, 2023 | 14 | 2023 |
An investigation of higher order moments of empirical financial data series LD Clerk, S Savel’ev ArXiv 2103, 2021 | 4 | 2021 |
AI algorithms for fitting GARCH parameters to empirical financial data L De Clerk, S Savel’ev Physica A: Statistical Mechanics and its Applications 603, 127869, 2022 | 3 | 2022 |
An investigation of higher order moments of empirical financial data and their implications to risk L De Clerk, S Savel'ev Heliyon 8 (2), 2022 | 2 | 2022 |
On-chip phonon-magnon reservoir for neuromorphic computing A Scherbakov, D Yaremkevich, L De Clerk, S Kukhtaruk, R Campion, ... | | 2023 |
A statistical analysis of the stochastic dynamics in financial and geomorphological systems using Artificial Intelligence and Probability Theory. L De-Clerk Loughborough University, 2022 | | 2022 |
Identifying conditions that sculpted bedforms-Human insights to build an effective artificial intelligence'AI' JK Hillier, C Unsworth, L De Clerk, S Savel'ev EGU General Assembly Conference Abstracts, EGU22-1437, 2022 | | 2022 |
A machine learning search for optimal GARCH parameters L De Clerk, S Savl'ev arXiv preprint arXiv:2201.03286, 2022 | | 2022 |
GC Insights: Identifying conditions that sculpted bedforms–human insights to building an effective AI (artificial intelligence) JK Hillier, C Unsworth, L De Clerk, S Savel'ev Geoscience Communication 5 (1), 11-15, 2022 | | 2022 |
GC Insights: Identifying conditions that sculpted bedforms–Human insights to build an effective AI JK Hillier, C Unsworth, L De Clerk, S Savel'ev Geoscience Communication Discussions 2021, 1-7, 2021 | | 2021 |
An investigation of higher order moments of empirical financial data and the implications to risk L De Clerk, S Savel'ev arXiv preprint arXiv:2103.13199, 2021 | | 2021 |
Non-stationary GARCH modelling for fitting higher order moments of financial series within moving time windows L De Clerk, S Savel'ev arXiv preprint arXiv:2102.11627, 2021 | | 2021 |
Non-stationary modelling of GARCH with respect to the fitting of higher order moments of financial series L De Clerk, S Savel’ev arXiv preprint arXiv:2102.11627, 2021 | | 2021 |
Fitting higher order moments of empirical financial series with GARCH models L De Clerk, S Savel’ev arXiv preprint arXiv:2102.11627, 2021 | | 2021 |