Feature-aligned N-BEATS with Sinkhorn divergence

1 code implementation • 24 May 2023 • Joonhun Lee, Myeongho Jeon, Myungjoo Kang, Kyunghyun Park

We propose Feature-aligned N-BEATS as a domain-generalized time series forecasting model.

Domain Generalization Representation Learning +2

Extensive networks would eliminate the demand for pricing formulas

no code implementations • 22 Jan 2021 • Jaegi Jeon, Kyunghyun Park, Jeonggyu Huh

When evaluating based on high accuracy and efficiency, extensive networks can eliminate the necessity of the pricing formulas for the SABR model.