Continuous-Time Stochastic Differential Networks for Irregular Time Series Modeling.
Yingru LiuYucheng XingXuewen YangXin WangJing ShiDi JinZhaoyue ChenJacqueline WuPublished in: ICONIP (5) (2021)
Keyphrases
- markov processes
- markov chain
- social networks
- multi variate
- echo state networks
- irregularly shaped
- optimal control problems
- computer networks
- learning automata
- stochastic models
- vector autoregressive
- iterative learning control
- multivariate time series
- stochastic optimization
- stochastic processes
- optimal control
- stock market
- short term
- monte carlo