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Financial Prediction

2 articles · Page 1 of 1
Bighead's Algorithm Notes
Bighead's Algorithm Notes
Jun 6, 2026 · Artificial Intelligence

ProbFM: Deep Evidential Regression for Uncertainty Decomposition in Financial Forecasting

ProbFM introduces a Transformer‑based framework that leverages deep evidential regression to separate epistemic and aleatoric uncertainty in time‑series forecasting, and demonstrates on cryptocurrency returns that this decomposition retains competitive prediction accuracy while enabling risk‑aware trading strategies with superior risk‑adjusted returns.

Deep Evidential RegressionFinancial PredictionProbFM
0 likes · 13 min read
ProbFM: Deep Evidential Regression for Uncertainty Decomposition in Financial Forecasting
JD Tech Talk
JD Tech Talk
Feb 24, 2021 · Artificial Intelligence

Memory-Gated Recurrent Networks for Multivariate Time Series Analysis

The paper introduces Memory-Gated Recurrent Networks (mGRN), a novel RNN architecture that separately captures marginal and joint memories of multivariate time series, demonstrating significant performance gains over LSTM/GRU across diverse applications such as ICU monitoring, speech recognition, handwriting, and high‑frequency stock price prediction.

AIFinancial PredictionRecurrent Neural Network
0 likes · 10 min read
Memory-Gated Recurrent Networks for Multivariate Time Series Analysis