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Showing 1 to 1 of 1 for “"variance weight initialization"”.

  1. Online Non-linear Prediction of Financial Time Series Patterns

    … (log differenced data) in the future (ex-post). Weight initializations for these networks are implemented with restricted Boltzmann machine pretraining, and variance based initializations. The validity of the FNN backtest results are shown under a rigorous assessment of backtest overfitting using …

    cape-town Repository record for Online Non-linear Prediction of Financial Time Series Patterns (opens in a new tab)