Search Results - subject:"variational autoencoder"

Anomalous node detection in attributed social networks using dual variational autoencoder with generative adversarial networks

Khan, Wasim; Abidin, Shafiqul; Arif, Mohammad; Ishrat, … - In: Data science and management : DSM 7 (2024) 2, pp. 89-98

possible data distribution, our model employs a dual variational autoencoder (VAE), while a generative adversarial network (GAN …

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015063137

Extending the Lee-Carter model with variational autoencoder : a fusion of neural network and bayesian approach

Miyata, Akihiro; Matsuyama, Naoki - In: ASTIN bulletin : the journal of the International … 52 (2022) 3, pp. 789-812

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013426661

Variational AutoEncoders-LSTM based fault detection of time-dependent high dimensional processes

Maged, Ahmed; Lui, Chun Fai; Haridy, Salah; Xie, Min - In: International journal of production research 62 (2024) 4, pp. 1092-1107

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014458499

Quantifying credit portfolio sensitivity to asset correlations with interpretable generative neural networks

Caprioli, Sergio; Cagliero, Emanuele; Crupi, Riccardo - In: The journal of risk model validation 18 (2024) 1, pp. 1-17

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014556697

Asset pricing via the conditional quantile variational autoencoder

Yang, Xuanling; Zhu, Zhoufan; Li, Dong; Zhu, Ke - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 2, pp. 681-694

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015053443

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://ebvufind01.dmz1.zbw.eu/10012602909

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

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012510234

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://ebvufind01.dmz1.zbw.eu/10013490950

Constructing a personalized recommender system for life insurance products with machine-learning techniques

Kong, Hyeongwoo; Yun, Wonje; Joo, Weonyoung; Kim, Ju Hyun; … - In: Intelligent systems in accounting, finance & management 29 (2022) 4, pp. 242-253

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014245474