Forecasting High Dimensional Volatility Using Conditional Restricted Boltzmann Machine on GPU.
Xianggao CaiXiaola LinPublished in: IPDPS Workshops (2012)
Keyphrases
- restricted boltzmann machine
- high dimensional
- exchange rate
- garch model
- deep learning
- stock price
- stock market
- learning algorithm
- conditional random fields
- probabilistic graphical models
- semi supervised
- dimensionality reduction
- similarity search
- feature space
- machine learning
- transfer learning
- conditional probabilities
- prediction model
- data points
- loopy belief propagation
- unsupervised learning
- first order logic
- metric space
- object recognition