Pages that link to "Item:Q4620178"

The following pages link to Deep learning for finance: deep portfolios (Q4620178):

Displaying 36 items.

• Deep autoencoder based energy method for the bending, vibration, and buckling analysis of Kirchhoff plates with transfer learning (Q2035195) (← links)
• Measuring systematic risk with neural network factor model (Q2137662) (← links)
• Improving deep learning for forecasting accuracy in financial data (Q2183257) (← links)
• Analysis of the environmental trend of network finance and its influence on traditional commercial banks (Q2184014) (← links)
• RBF methods in a stochastic volatility framework for Greeks computation (Q2186934) (← links)
• Revealing pairs-trading opportunities with long short-term memory networks (Q2239926) (← links)
• A novel intelligent option price forecasting and trading system by multiple kernel adaptive filters (Q2293608) (← links)
• Large data sets and machine learning: applications to statistical arbitrage (Q2424788) (← links)
• Transforming business using digital innovations: the application of AI, blockchain, cloud and data analytics (Q2669434) (← links)
• Deep-Learning Solution to Portfolio Selection with Serially Dependent Returns (Q3295874) (← links)
• Discussion of ‘Deep learning for finance: deep portfolios’ (Q4620180) (← links)
• Index tracking through deep latent representation learning (Q4991048) (← links)
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• A deep learning approach to estimating fill probabilities in a limit order book (Q5051972) (← links)
• QuantNet: transferring learning across trading strategies (Q5079395) (← links)
• Heuristic methods for stock selection and allocation in an index tracking problem (Q5106286) (← links)
• Bayesian regularized artificial neural networks for the estimation of the probability of default (Q5121501) (← links)
• Short Communication: Deep Fundamental Factor Models (Q5131409) (← links)
• GAN-Based Priors for Quantifying Uncertainty in Supervised Learning (Q5158923) (← links)
• On Stochastic Gradient Langevin Dynamics with Dependent Data Streams: The Fully Nonconvex Case (Q5162623) (← links)
• Non-Linear Interactions and Exchange Rate Prediction: Empirical Evidence Using Support Vector Regression (Q5378531) (← links)
• Replica symmetry breaking in neural networks: a few steps toward rigorous results (Q5870880) (← links)
• Neural network approach to the problem of predicting interest rate anomalies under the influence of correlated noise (Q6124385) (← links)
• A generalization bound of deep neural networks for dependent data (Q6540912) (← links)
• Statistical insights into deep neural network learning in subspace classification (Q6541559) (← links)
• Non-linear dimension reduction in factor-augmented vector autoregressions (Q6558551) (← links)
• Deep learning for spatio-temporal modeling: dynamic traffic flows and high frequency trading (Q6574594) (← links)
• An optimal switching approach toward cost-effective control of a stand-alone photovoltaic panel system under stochastic environment (Q6574638) (← links)
• Discussion of :``Multivariate generalized hyperbolic laws for modeling financial log-returns -- empirical and theoretical considerations'' (Q6578140) (← links)
• Nonlinear time series classification using bispectrum-based deep convolutional neural networks (Q6578152) (← links)
• Machine learning techniques in nested stochastic simulations for life insurance (Q6579522) (← links)
• Deep learning: computational aspects (Q6601098) (← links)
• Merging two cultures: deep and statistical learning (Q6604368) (← links)
• Neural Networks for Partially Linear Quantile Regression (Q6626229) (← links)
• Explainable machine learning for financial risk management: two practical use cases (Q6633384) (← links)
• Index tracking via reparameterizable subset sampling in neural networks (Q6655276) (← links)