Deep Dynamic Factor Models

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Deep Dynamic Factor Models

23 July 2020

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Papers citing "Deep Dynamic Factor Models"

12 / 12 papers shown

Title
Financial Time Series Forecasting with Deep Learning : A Systematic Literature Review: 2005-2019 Omer Berat Sezer M. U. Gudelek A. Ozbayoglu AI4TS 78 1,015 0 29 Nov 2019
Temporal Difference Variational Auto-Encoder Karol Gregor George Papamakarios F. Besse Lars Buesing Theophane Weber DRL 66 127 0 08 Jun 2018
How Does Batch Normalization Help Optimization? Shibani Santurkar Dimitris Tsipras Andrew Ilyas Aleksander Madry ODL 97 1,542 0 29 May 2018
A Disentangled Recognition and Nonlinear Dynamics Model for Unsupervised Learning Marco Fraccaro Simon Kamronn Ulrich Paquet Ole Winther BDL 71 283 0 16 Oct 2017
The Expressive Power of Neural Networks: A View from the Width Zhou Lu Hongming Pu Feicheng Wang Zhiqiang Hu Liwei Wang 99 898 0 08 Sep 2017
Structured Inference Networks for Nonlinear State Space Models Rahul G. Krishnan Uri Shalit David Sontag BDL 93 457 0 30 Sep 2016
Composing graphical models with neural networks for structured representations and fast inference Matthew J. Johnson David Duvenaud Alexander B. Wiltschko S. R. Datta Ryan P. Adams BDL OCL 92 485 0 20 Mar 2016
Deep Learning in Finance J. B. Heaton Nicholas G. Polson J. Witte 56 168 0 21 Feb 2016
Batch Normalization: Accelerating Deep Network Training by Reducing Internal Covariate Shift Sergey Ioffe Christian Szegedy OOD 463 43,328 0 11 Feb 2015
Adam: A Method for Stochastic Optimization Diederik P. Kingma Jimmy Ba ODL 1.9K 150,260 0 22 Dec 2014
Deep AutoRegressive Networks Karol Gregor Ivo Danihelka A. Mnih Charles Blundell Daan Wierstra AI4TS BDL 96 282 0 31 Oct 2013
Generalized Denoising Auto-Encoders as Generative Models Yoshua Bengio L. Yao Guillaume Alain Pascal Vincent 106 540 0 29 May 2013

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