2 papers
q-fin.CP2021
Deep Kernel Gaussian Process Based Financial Market Predictions
Yong Shi, Wei Dai, Wen Long +1
The Gaussian Process with a deep kernel is an extension of the classic GP regression model and this extended model usually constructs a new kernel function by deploying deep learni…
q-fin.CP2021
Improved ACD-based financial trade durations prediction leveraging LSTM networks and Attention Mechanism
Yong Shi, Wei Dai, Wen Long +1
The liquidity risk factor of security market plays an important role in the formulation of trading strategies. A more liquid stock market means that the securities can be bought or…