2 papers
math.ST2020
Learning rates for partially linear support vector machine in high dimensions
Yifan Xia, Yongchao Hou, Shaogao Lv
This paper analyzes a new regularized learning scheme for high dimensional partially linear support vector machine. The proposed approach consists of an empirical risk and the Lass…
q-fin.CP2019
Financial Market Directional Forecasting With Stacked Denoising Autoencoder
Shaogao Lv, Yongchao Hou, Hongwei Zhou
Forecasting stock market direction is always an amazing but challenging problem in finance. Although many popular shallow computational methods (such as Backpropagation Network and…