Scholar
Stefan Zohren
Google Scholar ID: mtNQD-8AAAAJ
University of Oxford
Machine Learning
Finance
Time Series
Quantum Technologies
Mathematical Physics
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Citations & Impact
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Citations
4,563
H-index
24
i10-index
47
Publications
20
Co-authors
74
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Publications
20 items
TimeSage-MT: A Multi-Turn Benchmark for Evaluating Agentic Time Series Reasoning
2026
Cited
0
Macro-aware time series forecasting via hierarchical mixed-frequency attention models
2026
Cited
0
DeRegiME: Deep Regime Mixtures for Probabilistic Forecasting under Distribution Shift
2026
Cited
0
Deep Learning for Financial Time Series: A Large-Scale Benchmark of Risk-Adjusted Performance
2026
Cited
0
Toward Expert Investment Teams:A Multi-Agent LLM System with Fine-Grained Trading Tasks
2026
Cited
0
Evaluating LLMs in Finance Requires Explicit Bias Consideration
2026
Cited
0
DeePM: Regime-Robust Deep Learning for Systematic Macro Portfolio Management
2026
Cited
0
JaxMARL-HFT: GPU-Accelerated Large-Scale Multi-Agent Reinforcement Learning for High-Frequency Trading
Proceedings of the 6th ACM International Conference on AI in Finance · 2025
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0
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Resume (English only)
Co-authors
74 total
Stephen Roberts
Professor of Engineering Science (Machine Learning, Information Engineering), University of Oxford
Co-author 2
Co-author 3
Xiaowen Dong
University of Oxford
Co-author 5
Samuel Kessler
Microsoft
Nicholas Chancellor
Durham university
Diego Granziol
Dphil student, Oxford University
