Financial hedging in energy market by cross-learning machines.
An-Sing ChenMark T. LeungShaotao PanChing-Yun ChouPublished in: Neural Comput. Appl. (2020)
Keyphrases
- learning machines
- financial markets
- stock price
- stock market
- support vector
- financial data
- risk management
- ensemble learning
- model selection
- financial crisis
- training algorithm
- support vector machine
- exchange rate
- learning tasks
- multi task learning
- learning algorithm
- learning problems
- vc dimension
- pattern recognition
- decision making
- sample complexity
- image processing