DeepVol: A Deep Transfer Learning Approach for Universal Asset Volatility Modeling.
Chen LiuMinh-Ngoc TranChao WangRichard GerlachRobert KohnPublished in: CoRR (2023)
Keyphrases
- transfer learning
- knowledge transfer
- learning tasks
- algorithmic information theory
- reinforcement learning
- structure learning
- active learning
- cross domain
- labeled data
- machine learning
- machine learning algorithms
- manifold alignment
- transfer knowledge
- multi task
- collaborative filtering
- semi supervised learning
- transferring knowledge
- financial markets
- text classification
- support vector machine
- learning algorithm
- multi task learning
- stock price
- neural network
- e learning
- domain adaptation
- data analysis
- text categorization
- knowledge representation
- context sensitive
- data sets