Search Results - subject:"autoencoder"

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

Machine learning and factor-based portfolio optimization

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

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

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

Deep embedding kernel mixture networks for conditional anomaly detection in high-dimensional data

Kim, Hyojoong; Kim, Heeyoung - In: International journal of production research 61 (2023) 4, pp. 1101-1113

Persistent link: https://www.econbiz.de/10014226944

Forecasting the dynamic correlation of stock indices based on deep learning method

Ni, Jian; Xu, Yue - In: Computational economics 61 (2023) 1, pp. 35-55

Persistent link: https://www.econbiz.de/10014228395

A novel hybrid approach for rice plant disease detection based on stacked autoencoder and convolutional neural network model

Agrawal, Manoj; Agrawal, Shweta - In: International journal of services, economics and management 14 (2023) 3, pp. 321-344

Persistent link: https://www.econbiz.de/10014311696

LSAE : autoencoder latent space for dimensionality reduction-based approach for COVID-19 classification and detection task using vhest X-ray

Bouchlaghem, Younes; Akhiate, Yassine; Touchanti, Kaouthar - In: Operations research forum 4 (2023) 4, pp. 1-23

Persistent link: https://www.econbiz.de/10014441082

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

A stacking denoising auto-encoder with sample weight approach for order remaining completion time prediction in complex discrete manufacturing workshop

Liu, Daoyuan; Guo, Yu; Huang, Shaohua; Fang, Weiguang; … - In: International journal of production research 61 (2023) 10, pp. 3246-3259

Persistent link: https://www.econbiz.de/10014323607