Learning uncertainty in market trend forecast using Bayesian neural networks

DOI10.1007/978-3-030-38227-8_24zbMATH Open1447.91170OpenAlexW3004871518MaRDI QIDQ5114932FDOQ5114932

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

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

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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)

Cites Work

• Title not available (Why is that?)

Uses Software

• ImageNet
• Adam
• AlexNet

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