Quantifying neural network uncertainty under volatility clustering

By Steven Y. K. Wong, Jennifer S. K. Chan, Lamiae Azizi

Published 2024-02-22

Everscope rating

1466.1

Relevance to quantitative trading

9 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

Methodology: Combined Method. Problem types: Time Series Forecasting, Uncertainty Quantification, Regression.

arXiv:2402.14476 · Paper rankings

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