1 citations · 1 across the 2 of their papers we have counts for
2 papers
cs.LG2024
Parameter Estimation of Long Memory Stochastic Processes with Deep Neural Networks
Bálint Csanády, Lóránt Nagy, Dániel Boros +5
We present a purely deep neural network-based approach for estimating long memory parameters of time series models that incorporate the phenomenon of long-range dependence. Paramet…
stat.ML2024★ 1 cited
Deep learning the Hurst parameter of linear fractional processes and assessing its reliability
Dániel Boros, Bálint Csanády, Iván Ivkovic +3
This research explores the reliability of deep learning, specifically Long Short-Term Memory (LSTM) networks, for estimating the Hurst parameter in fractional stochastic processes.…