Improved predictive deep temporal neural networks with trend filtering

Youngjin Park, Deokjun Eom, Byoungki Seo, Jaesik Choi. Improved predictive deep temporal neural networks with trend filtering. In Tucker Balch, editor, ICAIF '20: The First ACM International Conference on AI in Finance, New York, NY, USA, October 15-16, 2020. ACM, 2020. [doi]

Abstract

Abstract is missing.