Forecasting Foreign Exchange Rates With Parameter-Free Regression Networks Tuned By Bayesian Optimization.
Linwei LiPaul-Amaury MattChristian HeumannPublished in: CoRR (2022)
Keyphrases
- foreign exchange
- parameter free
- exchange rate
- early warning
- categorical data
- gaussian processes
- stock market
- sparse bayesian learning
- outlier detection
- regression model
- databases
- fully automatic
- support vector regression
- knowledge discovery
- linear regression
- relevance vector machine
- short term
- database
- maximum likelihood
- long term
- active learning
- data sets