Reforming the Course of Financial Time Series with Deep Learning Models: evidence from quantile regression.
Wang GaoLinlin ZhangQian CaoPublished in: DSIT (2023)
Keyphrases
- learning models
- financial time series
- quantile regression
- stock market
- least squares
- cross validated
- learning algorithm
- financial data
- machine learning
- non stationary
- learning tasks
- loss function
- machine learning algorithms
- exchange rate
- learning problems
- stock price
- classification models
- semi supervised learning
- conditional random fields
- cross validation
- higher order
- support vector machine
- pairwise
- feature space