Neural network stochastic differential equation models with applications to financial data forecasting

25 November 2021

Papers citing "Neural network stochastic differential equation models with applications to financial data forecasting"

5 / 5 papers shown

Title
A Robust Model-Based Approach for Continuous-Time Policy Evaluation with Unknown Lévy Process Dynamics Qihao Ye Xiaochuan Tian Yuhua Zhu 36 1 0 02 Apr 2025
Changes from Classical Statistics to Modern Statistics and Data Science Kai Zhang Shan-Yu Liu M. Xiong 34 0 0 30 Oct 2022
Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting Haoyi Zhou Shanghang Zhang J. Peng Shuai Zhang Jianxin Li Hui Xiong Wan Zhang AI4TS 169 3,885 0 14 Dec 2020
SDE-Net: Equipping Deep Neural Networks with Uncertainty Estimates Lingkai Kong Jimeng Sun Chao Zhang UQCV 50 103 0 24 Aug 2020
Trainability and Accuracy of Neural Networks: An Interacting Particle System Approach Grant M. Rotskoff Eric Vanden-Eijnden 59 118 0 02 May 2018