Comparing Deep Learning Models for the Task of Volatility Prediction Using Multivariate Data.
Wenbo GePooia LalbakhshLeigh IsaiArtem LenskiyHanna SuominenPublished in: CoRR (2023)
Keyphrases
- learning models
- multivariate data
- machine learning
- loss function
- learning tasks
- high dimensional
- principal components
- learning algorithm
- classification models
- semi supervised learning
- machine learning algorithms
- parameter space
- categorical data
- original data
- multivariate time series
- data sets
- feature selection
- text classification
- feature vectors
- learning problems
- support vector
- computer vision
- real world