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10/26/2022
Predicting the State of Synchronization of Financial Time Series using Cross Recurrence Plots
Cross-correlation analysis is a powerful tool for understanding the mutu...
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10/26/2022
Exact Manifold Gaussian Variational Bayes
We propose an optimization algorithm for Variational Inference (VI) in c...
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07/23/2022
Augmented Bilinear Network for Incremental Multi-Stock Time-Series Classification
Deep Learning models have become dominant in tackling financial time-ser...
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05/23/2022
Quasi Black-Box Variational Inference with Natural Gradients for Bayesian Learning
We develop an optimization algorithm suitable for Bayesian learning in c...
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03/07/2022
Bayesian Bilinear Neural Network for Predicting the Mid-price Dynamics in Limit-Order Book Markets
The prediction of financial markets is a challenging yet important task....
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01/14/2022