2 papers
q-fin.CP2018
Thresholded ConvNet Ensembles: Neural Networks for Technical Forecasting
Sid Ghoshal, Stephen J. Roberts
Much of modern practice in financial forecasting relies on technicals, an umbrella term for several heuristics applying visual pattern recognition to price charts. Despite its ubiq…
q-fin.ST2016
Extracting Predictive Information from Heterogeneous Data Streams using Gaussian Processes
Sid Ghoshal, Stephen Roberts
Financial markets are notoriously complex environments, presenting vast amounts of noisy, yet potentially informative data. We consider the problem of forecasting financial time se…