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20142020
most citedLong short-term memory networks and laglasso for bond yield forecasting: Peeping inside the black box

3 citations · 3 across the 2 of their papers we have counts for

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Showing 2014Show all

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q-fin.ST2014

Signal Diffusion Mapping: Optimal Forecasting with Time Varying Lags

Paul Gaskell, Frank McGroarty, Thanassis Tiropanis

We introduce a new methodology for forecasting which we call Signal Diffusion Mapping. Our approach accommodates features of real world financial data which have been ignored histo…