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Neural network stochastic differential equation models with applications to financial data forecasting
6 references·0 citing·29 second hop
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References

  • 1971Time Series Analysis, Forecasting and Control.2,814 cited
  • 1991Weak Limit Theorems for Stochastic Integrals and Stochastic Differential Equations546 cited
  • 2015Introduction to Stochastic Dynamics205 cited
  • 2019Point and interval forecasting for carbon price based on an improved analysis-forecast system114 cited
  • 2021A new hybrid optimization ensemble learning approach for carbon price forecasting84 cited
  • 2020Time series forecasting of agricultural product prices based on recurrent neural networks and its evaluation method78 cited

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