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Chain-structured neural architecture search for financial time series forecasting

Authors :
Levchenko, Denis
Rappos, Efstratios
Ataee, Shabnam
Nigro, Biagio
Robert, Stephan
Publication Year :
2024

Abstract

We compare three popular neural architecture search strategies on chain-structured search spaces: Bayesian optimization, the hyperband method, and reinforcement learning in the context of financial time series forecasting.<br />Comment: 17 pages, 3 figures

Subjects

Subjects :
Quantitative Finance - Statistical Finance
Computer Science - Machine Learning

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.2403.14695
Document Type :
Working Paper

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