A Novel Differentiable Rank Learning Method Towards Stock Movement Quantile Forecasting.
Chenyou FanHengyang LuAimin HuangPublished in: ECAI (2023)
Keyphrases
- prior knowledge
- objective function
- high accuracy
- learning scheme
- unsupervised learning
- learning mechanism
- learning process
- significant improvement
- classification accuracy
- forecasting model
- high precision
- clustering method
- learning algorithm
- probabilistic model
- preprocessing
- learning environment
- reinforcement learning
- supervised learning
- em algorithm
- computational cost
- dynamic programming
- detection method
- learning systems
- feature selection