Neural Network SDE Models with Applications to Financial Data Forecasting

The dataset used in this paper is a collection of stochastic differential equations with drift and diffusion coefficients approximated by neural networks to predict the trend of chaotic time series.

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Luxuan Yang, Ting Gao, Yubin Lu, Jinqiao Duan, Tao Liu (2024). Dataset: Neural Network SDE Models with Applications to Financial Data Forecasting. https://doi.org/10.57702/40tsf4mc

DOI retrieved: December 3, 2024

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Created December 3, 2024
Last update December 3, 2024
Defined In https://doi.org/10.48550/arXiv.2111.13164
Author Luxuan Yang
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Ting Gao
Yubin Lu
Jinqiao Duan
Tao Liu