2 papers
econ.EM2022
HARNet: A Convolutional Neural Network for Realized Volatility Forecasting
Rafael Reisenhofer, Xandro Bayer, Nikolaus Hautsch
Despite the impressive success of deep neural networks in many application areas, neural network models have so far not been widely adopted in the context of volatility forecasting…
cs.LG2019
The Oracle of DLphi
Dominik Alfke, Weston Baines, Jan Blechschmidt +24
We present a novel technique based on deep learning and set theory which yields exceptional classification and prediction results. Having access to a sufficiently large amount of l…