Search Results for author: Carmina Fjellström

Found 2 papers, 0 papers with code

Deep learning, stochastic gradient descent and diffusion maps

no code implementations4 Apr 2022 Carmina Fjellström, Kaj Nyström

Stochastic gradient descent (SGD) is widely used in deep learning due to its computational efficiency, but a complete understanding of why SGD performs so well remains a major challenge.

Computational Efficiency

Long Short-Term Memory Neural Network for Financial Time Series

no code implementations20 Jan 2022 Carmina Fjellström

With a straightforward trading strategy, comparisons with a randomly chosen portfolio and a portfolio containing all the stocks in the index show that the portfolio resulting from the LSTM ensemble provides better average daily returns and higher cumulative returns over time.

Binary Classification Time Series +1

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