31 citations · 89 across the 11 of their papers we have counts for
Showing 2020Show all
2 papers · 1 filter
stat.ML2020
Additive Poisson Process: Learning Intensity of Higher-Order Interaction in Stochastic Processes
Simon Luo, Feng Zhou, Lamiae Azizi +1
We present the Additive Poisson Process (APP), a novel framework that can model the higher-order interaction effects of the intensity functions in stochastic processes using lower…
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…