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By: Katherine C. Kellogg, Hila Lifshitz-Assaf, Steven Randazzo, Ethan Mollick, Fabrizio Dell'Acqua, Edward McFowland III, François Candelon and Karim R. Lakhani ...
Serial-autoencoder for personalized recommendation. Higher Education Press . Journal Frontiers of Computer Science DOI 10.1007/s11704-023-2441-1 ...
The autoencoder has the same number of inputs and outputs (9) as the demo program, but for simplicity the illustrated autoencoder has architecture 9-2-9 (just 2 hidden nodes) instead of the 9-6-9 ...
Bryan Lim, Stefan Zohren and Stephen Roberts propose a real-time indicator to detect temporary increases in asset co-movements that they call the autoencoder reconstruction ratio (ARR), which measures ...
Detecting changes in asset co-movements is of great importance to financial practitioners, with numerous risk management benefits arising from the timely detection of breakdowns in historical ...