Search Results - subject:"Autoencoder" - EconBiz

Convergence technology opportunity discovery for firms based on technology portfolio using the stacked denoising autoencoder (SDAE)

Kwon, Deuksin; Sohn, So Young - In: IEEE transactions on engineering management : EM ; a … 71 (2024), pp. 1804-1818

Persistent link: https://www.econbiz.de/10015405267

Regularization of autoencoders for bank client profiling based on financial transactions

Filchenkov, Andrey; Khanzhina, Natalia; Tsai, Arina; … - In: Risks 9 (2021) 3, pp. 1-16

verify our hypothesis applying data driven regularized classification using an autoencoder to client profiles. To model an … intention as a hidden variable, we propose an especially designed regularizer for the autoencoder. The regularizer aims to …

Persistent link: https://www.econbiz.de/10013200723

An efficient stock market prediction model using hybrid feature reduction method based on variational autoencoders and recursive feature elimination

Gunduz, Hakan - In: Financial Innovation 7 (2021) 1, pp. 1-24

In this study, the hourly directions of eight banking stocks in Borsa Istanbul were predicted using linear-based, deep-learning (LSTM) and ensemble learning (LightGBM) models. These models were trained with four different feature sets and their performances were evaluated in terms of accuracy...

Persistent link: https://www.econbiz.de/10012602909

Understanding corporate default using Random Forest : the role of accounting and market information

Bitetto, Alessandro; Filomeni, Stefano; Modina, Michele - 2021

Persistent link: https://www.econbiz.de/10012887215

Machine learning and factor-based portfolio optimization

Conlon, Thomas; Cotter, John; Kynigakis, Iason - 2021

Persistent link: https://www.econbiz.de/10012695791

Regularization of autoencoders for bank client profiling based on financial transactions

Filchenkov, Andrey; Khanzhina, Natalia; Tsai, Arina; … - In: Risks : open access journal 9 (2021) 3, pp. 1-16

verify our hypothesis applying data driven regularized classification using an autoencoder to client profiles. To model an … intention as a hidden variable, we propose an especially designed regularizer for the autoencoder. The regularizer aims to …

Persistent link: https://www.econbiz.de/10012508541

An efficient stock market prediction model using hybrid feature reduction method based on variational autoencoders and recursive feature elimination

Gunduz, Hakan - In: Financial innovation : FIN 7 (2021), pp. 1-24

In this study, the hourly directions of eight banking stocks in Borsa Istanbul were predicted using linear-based, deep-learning (LSTM) and ensemble learning (LightGBM) models. These models were trained with four different feature sets and their performances were evaluated in terms of accuracy...

Persistent link: https://www.econbiz.de/10012510234

Shallow or deep? : training an autoencoder to detect anomalous flows in a retail payment system

Sabetti, Leonard; Heijmans, Ronald - In: Latin American journal of central banking : LAJCB 2 (2021) 2, pp. 1-14

Our paper applies a deep neural network autoencoder (AE) to detect anomalous payment flows in Canada's retail batch …

Persistent link: https://www.econbiz.de/10012545873

A two-step framework for arbitrage-free prediction of the implied volatility surface

Zhang, Wenyong; Li, Lingfei; Zhang, Gongqiu - In: Quantitative finance 23 (2023) 1, pp. 21-34

Persistent link: https://www.econbiz.de/10013490950

A hybrid detection system for ddos attacks based on deep sparse autoencoder and light gradient boost machine

Batchu, Raj Kumar; Seetha, Hari - In: Journal of information & knowledge management : JIKM 22 (2023) 1, pp. 1-26

Persistent link: https://www.econbiz.de/10014385019

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