A Comparison of Traditional and Deep Learning Methods for Parameter Estimation of the Ornstein-Uhlenbeck Process

By Jacob Fein-Ashley

Published 2024-04-23

Everscope rating

1651.2

Relevance to quantitative trading

8 / 10

Implementation complexity

6 / 10

Reproducibility

4 / 5

About this paper

Methodology: Multi-Layer Perceptron. Problem types: Parameter Estimation, Time Series Analysis.

arXiv:2404.11526 · Paper rankings

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