no code implementations • 8 May 2024 • Lucas Kook, Chris Kolb, Philipp Schiele, Daniel Dold, Marcel Arpogaus, Cornelius Fritz, Philipp F. Baumann, Philipp Kopper, Tobias Pielok, Emilio Dorigatti, David Rügamer
Neural network representations of simple models, such as linear regression, are being studied increasingly to better understand the underlying principles of deep learning algorithms.
1 code implementation • 10 Jan 2024 • Stephen Boyd, Kasper Johansson, Ronald Kahn, Philipp Schiele, Thomas Schmelzer
More than seventy years ago Harry Markowitz formulated portfolio construction as an optimization problem that trades off expected return and risk, defined as the standard deviation of the portfolio returns.
2 code implementations • 31 Aug 2022 • Philipp Schiele, Christoph Berninger, David Rügamer
In this work, we introduce the ARMA cell, a simpler, modular, and effective approach for time series modeling in neural networks.