Dynamic Cross-sectional Regime Identification for Financial Market Prediction.

Rongbo Chen Kunpeng Xu Jean-Marc Patenaude Shengrui Wang

Published in: COMPSAC (2022)

Keyphrases

cross sectional
financial markets
stock returns
stock price
cross section
ct scans
blood vessels
computer vision
financial time series
stock market
computed tomography
mri data
ct images
loss function
long term
three dimensional
machine learning