Enhancing Mean-Reverting Time Series Prediction with Gaussian Processes: Functional and Augmented Data Structures in Financial Forecasting

By Narayan Tondapu

Published 2024-02-04

Everscope rating

1409.7

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

Methodology: Gaussian Processes with Functional and Augmented Data Structures. Problem types: Time Series Forecasting, Regression.

arXiv:2403.00796 · Paper rankings

Open the interactive Everscope explorer for full analysis, charts, and paper battles.