Search Results for author: Steven Y. K. Wong

Found 2 papers, 1 papers with code

Quantifying neural network uncertainty under volatility clustering

no code implementations22 Feb 2024 Steven Y. K. Wong, Jennifer S. K. Chan, Lamiae Azizi

Time-series with time-varying variance pose a unique challenge to uncertainty quantification (UQ) methods.

Clustering Time Series +1

Time-varying neural network for stock return prediction

1 code implementation5 Mar 2020 Steven Y. K. Wong, Jennifer Chan, Lamiae Azizi, Richard Y. D. Xu

We propose the online early stopping algorithm and show that a neural network trained using this algorithm can track a function changing with unknown dynamics.

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