Forecasting VIX using Bayesian Deep Learning

30 January 2024

Papers citing "Forecasting VIX using Bayesian Deep Learning"

9 / 9 papers shown

Title
Calibration of Neural Networks Ruslan Vasilev A. Dýakonov 17 8 0 19 Mar 2023
Constraining cosmological parameters from N-body simulations with Variational Bayesian Neural Networks Héctor J. Hortúa L. '. García Leonardo Castañeda C. BDL 31 4 0 09 Jan 2023
Revisiting the Calibration of Modern Neural Networks Matthias Minderer Josip Djolonga Rob Romijnders F. Hubis Xiaohua Zhai N. Houlsby Dustin Tran Mario Lucic UQCV 74 363 0 15 Jun 2021
Priors in Bayesian Deep Learning: A Review Vincent Fortuin UQCV BDL 64 127 0 14 May 2021
Bayesian Neural Network Priors Revisited Vincent Fortuin Adrià Garriga-Alonso Sebastian W. Ober F. Wenzel Gunnar Rätsch Richard Turner Mark van der Wilk Laurence Aitchison BDL UQCV 77 140 0 12 Feb 2021
Probabilistic Forecasting with Temporal Convolutional Neural Network Yitian Chen Yanfei Kang Yixiong Chen Zizhuo Wang BDL AI4TS 51 322 0 11 Jun 2019
Evaluating and Calibrating Uncertainty Prediction in Regression Tasks Dan Levi Liran Gispan Niv Giladi Ethan Fetaya UQCV 50 142 0 28 May 2019
WaveNet: A Generative Model for Raw Audio Aaron van den Oord Sander Dieleman Heiga Zen Karen Simonyan Oriol Vinyals Alex Graves Nal Kalchbrenner A. Senior Koray Kavukcuoglu DiffM 227 7,361 0 12 Sep 2016
Variational Dropout and the Local Reparameterization Trick Diederik P. Kingma Tim Salimans Max Welling BDL 118 1,500 0 08 Jun 2015