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The aim of our model is to leverage recurrent neural networks to predict the trends of stocks traded on India’s National Stock Exchange. By integrating an analysis of the stock’s historic price, and the contemporary market sentiment of the parent company, we endeavored to build a model that...
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We consider the basic problem of refi tting a time series over a finite period of time and formulate it as a stochastic dynamic program. By changing the underlying Markov decision process we are able to obtain a model that at optimality considers historical data as well as forecasts of future...
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series prediction as well as financial time series. We then introduce the learning theory and formalise supervised learning … in the cases of neural networks and recurrent neural networks. We present statistical inference and graph theory in order … stochastic control theory and dynamic programming, we introduce temporal difference (TD) learning and its extensions, discuss …
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We compare forecasts from different adaptive learning algorithms and calibrations applied to US real-time data on inflation and growth. We find that the Least Squares with constant gains adjusted to match (past) survey forecasts provides the best overall performance both in terms of forecasting...
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names. We document that one explanation for this finding is that if an algorithm receives in real time less data about one … group, it will learn at different speeds. Since black names are less common, the algorithm learns about the quality of the … black names even if the algorithm judges the ad to be of low-quality. We extend this result by presenting evidence that ads …
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