Scholar
John Cartlidge
Google Scholar ID: qby_M_wAAAAJ
Professor of Financial Technology, University of Bristol, UK
Financial Technology
AI
Machine Learning
Evolutionary Computing
Automated Trading
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Citations & Impact
All-time
Citations
584
H-index
15
i10-index
21
Publications
20
Co-authors
46
list available
Contact
No contact links provided.
Publications
14 items
StakeBench: Evaluating Language Understanding Grounded in Market Commitment
2026
Cited
0
Market Regime Council for Dynamic Credit Assignment in Multi-Agent LLM Decision Systems
2026
Cited
0
Contrast to Detect: Dynamic Graph Contrastive Regularization for Unsupervised Anomaly Detection in Multivariate Time Series
2026
Cited
0
Latent Laplace Diffusion for Irregular Multivariate Time Series
2026
Cited
0
A market-calibrated accelerated failure time model for in-play football forecasting
2026
Cited
0
Systemic Risk in DeFi: A Network-Based Fragility Analysis of TVL Dynamics
2026
Cited
1
How Wide and How Deep? Mitigating Over-Squashing of GNNs via Channel Capacity Constrained Estimation
2025
Cited
0
Intransitive Player Dominance and Market Inefficiency in Tennis Forecasting: A Graph Neural Network Approach
2025
Cited
0
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Resume (English only)
Co-authors
46 total
Co-author 1
Seth Bullock
Toshiba Chair in Data Science and Simulation, University of Bristol
Professor Ruibin Bai
University of Nottingham Ningbo China
Guoping Qiu
Professor of Computer Science, University of Nottingham
Li Qing-Quan
Shenzhen University, Wuhan University
Co-author 6
Co-author 7
Co-author 8
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