Deep learning for spatio-temporal modeling: dynamic traffic flows and high frequency trading

DOI10.1002/ASMB.2399MaRDI QIDQ6574594zbMATH OpenFDO

Authors Matthew F. Dixon, Nicholas G. Polson, Vadim Sokolov

Publication date 18 July 2024

Published in Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

zbMATH Keywords

predictionclassificationnonparametric regressionregularizationtraffic flowshigh frequency trading

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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• Statistics for spatial data

Cited in

(5)

• Deep learning for energy markets
• Discussion of :``Multivariate generalized hyperbolic laws for modeling financial log-returns -- empirical and theoretical considerations
• Deep generative models for vehicle speed trajectories
• Deep learning: computational aspects
• Merging two cultures: deep and statistical learning

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