Learning uncertainty in market trend forecast using Bayesian neural networks

DOI10.1007/978-3-030-38227-8_24MaRDI QIDQ5114932zbMATH OpenOpenAlexFDO

Authors Iwao Maeda, Hiroyasu Matsushima, Hiroki Sakaji, Kiyoshi Izumi, David Degraw, Hirokazu Tomioka, et al.

Publication date 29 June 2020

Published in Advances in Intelligent Systems and Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-030-38227-8_24

zbMATH Keywords

deep learninguncertainityBayesian neural networksmarker forecast

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Financial markets (91G15) Computational methods for problems pertaining to game theory, economics, and finance (91-08)

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Cites work

• Gaussian processes for machine learning.

Describes a project that uses

Uses Software

• AlexNet
• Adam
• ImageNet

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