Concepedia
Statistics
Publications
13
Citations
2.1K
H-Index
11
Active since
2010
Affiliations
The University of Melbourne(Current)
University of Oxford
Bryan Lim is an author at The University of Melbourne specializing in business, finance, and engineering.
Top concepts
FinanceBusinessEconomicsEngineeringMachine LearningData ScienceAsset PricingPublic HealthOption PricingEconomic Analysis
Publications per year
2010–2023
Time-series forecasting with deep learning: a survey
Bryan Lim, Stefan Zohren · Philosophical Transactions of the Royal Society A Mathematical Physical and Engineering Sciences · 2021 · 1.5K citations · Full text
Do option markets undo restrictions on short sales? Evidence from the 2008 short-sale ban
Bruce D. Grundy, Bryan Lim, Patrick Verwijmeren · Journal of Financial Economics · 2012 · 161 citations
Economics, Option Pricing, Market Manipulation +5
Temporal Fusion Transformers for interpretable multi-horizon time series forecasting
Bryan Lim, Sercan Ö. Arık, Nicolas Loeff et al. · International Journal of Forecasting · 2021 · 153 citations · Full text
Temporal Fusion Transformers for Interpretable Multi-horizon Time Series\n Forecasting
Bryan Lim, Sercan Ö. Arık, Nicolas Loeff et al. · arXiv (Cornell University) · 2019 · 82 citations · Full text
Forecasting Treatment Responses Over Time Using Recurrent Marginal Structural Networks
Bryan Lim, Ahmed M. Alaa, Mihaela van der Schaar · 2018 · 70 citations
Engineering, Machine Learning, Treatment Effect +18
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