Statistical evaluation of deep learning models for stock return forecasting
Firat Melih Yilmaz, Engin Yildiztepe
Year of publication: |
2024
|
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Authors: | Yilmaz, Firat Melih ; Yildiztepe, Engin |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 63.2024, 1, p. 221-244
|
Subject: | Bayesian optimisation | Model confidence set | Recurrent neural networks | Temporal convolutional networks | Time series forecasting | Theorie | Theory | Prognoseverfahren | Forecasting model | Neuronale Netze | Neural networks | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis | Bayes-Statistik | Bayesian inference | Lernprozess | Learning process |
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