This paper shows a novel machine learning model for realized volatility (RV) prediction using a normalizing flow, an invertible neural network. Since RV is known to…
deep learning
7 Articles
7
We apply an information-theoretic perspective to reconsider generative document retrieval (GDR), in which a document x∈X is indexed by t∈T, and a neural autoregressive model is…
The bitcoin price crash at the beginning of 2018 was caused by various social factors. The influence of news wire stories and social media was…
The theory of econophysics reveals the scaling properties of price, which explains why market crashes much more frequently than expected. A challenge of financial market…
A generative model is a mathematical formulation that generates a sample similar to real data. Many such models have been proposed using machine learning methods,…
For mathematical models of language, their potential, limitations, and ways of improvement are investigated in terms of whether they reproduce the complex properties of language….
State-of-the-art word embedding methods represent a word with a single vector and presume a linear vector space, which does not easily incorporate nonlinearity that is…