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20132026
most citedNovel semi-metrics for multivariate change point analysis and anomaly detection

31 citations · 89 across the 11 of their papers we have counts for

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q-fin.CP2020

Time-varying neural network for stock return prediction

Steven Y. K. Wong, Jennifer Chan, Lamiae Azizi +1

We consider the problem of neural network training in a time-varying context. Machine learning algorithms have excelled in problems that do not change over time. However, problems…