no code implementations • 29 Jan 2024 • Pengfei Zhao, Haoren Zhu, Wilfred Siu Hung NG, Dik Lun Lee
With the equivalence relationship established, we introduce an innovative approach, named GARCH-NN, for constructing NN-based volatility models.
no code implementations • 18 Nov 2022 • Haoren Zhu, Hao Ge, Xiaodong Gu, Pengfei Zhao, Dik Lun Lee
Traditional recommender systems are typically passive in that they try to adapt their recommendations to the user's historical interests.