104 citations · 171 across the 9 of their papers we have counts for
3 papers · 1 filter
Long short-term memory networks and laglasso for bond yield forecasting: Peeping inside the black box
Manuel Nunes, Enrico Gerding, Frank McGroarty +1
Modern decision-making in fixed income asset management benefits from intelligent systems, which involve the use of state-of-the-art machine learning models and appropriate methodo…
Construction of Minimum Spanning Trees from Financial Returns using Rank Correlation
Tristan Millington, Mahesan Niranjan
The construction of minimum spanning trees (MSTs) from correlation matrices is an often used method to study relationships in the financial markets. However most of the work on thi…
FMix: Enhancing Mixed Sample Data Augmentation
Ethan Harris, Antonia Marcu, Matthew Painter +3
Mixed Sample Data Augmentation (MSDA) has received increasing attention in recent years, with many successful variants such as MixUp and CutMix. By studying the mutual information…