Time-varying neural network for stock return prediction

5 Mar 2020Steven Y. K. WongJennifer ChanLamiae AziziRichard Y. D. Xu

We consider the problem of neural network training in a time-varying context. Machine learning algorithms have excelled in problems that do not change over time... (read more)

PDF Abstract


No code implementations yet. Submit your code now


Results from the Paper

  Submit results from this paper to get state-of-the-art GitHub badges and help the community compare results to other papers.

Methods used in the Paper