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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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Cite this as

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

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Additional Info

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