Short-term Volatility Estimation for High Frequency Trades using Gaussian processes (GPs)
Paper
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2311.10935
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Published
Finance Papers
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Forecasting Time Series with LLMs via Patch-Based Prompting and Decomposition
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Forecasting Probability Distributions of Financial Returns with Deep Neural Networks
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Volatility Modeling of Stocks from Selected Sectors of the Indian Economy Using GARCH
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Dynamic Gaussian Mixture based Deep Generative Model For Robust Forecasting on Sparse Multivariate Time Series
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A Survey on Graph Neural Networks for Time Series: Forecasting, Classification, Imputation, and Anomaly Detection
Paper • 2307.03759 • Published • 1 -
Time Series Forecasting Using a Hybrid Deep Learning Method: A Bi-LSTM Embedding Denoising Auto Encoder Transformer
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