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Detecting Changes in Asset Co-Movement Using the Autoencoder Reconstru

Publication: Detecting Changes in Asset Co-Movement Using the Autoencoder Reconstruction Ratio. Published Jan 23, 2020.

Research & Papers
arxiv.orgPublished Jan 23, 2020
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Overview

Publication: Detecting Changes in Asset Co-Movement Using the Autoencoder Reconstruction Ratio. Published Jan 23, 2020.

Publication information

Publication title
Detecting Changes in Asset Co-Movement Using the Autoencoder Reconstruction Ratio
Authors
Bryan Lim, Stefan Zohren, Stephen Roberts
Published
Jan 23, 2020
Last publication revision
Sep 27, 2020
Venue / journal
Risk 2020
Subject areas
q-fin.ST, cs.LG, q-fin.PM, stat.ML
Publication source
arxiv.org · abs/2002.02008v2 ↗

Source: arXiv API · observed Oct 11, 2026.

Source links & provenance

https://arxiv.org/abs/2002.02008 ↗

Discovery references

References explain how this resource entered the collection. They do not represent an endorsement.

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Screenshot unavailableResource information and source links remain available. DeepIntoStreams/TSFM_Finance — reviewed source website screenshot
RepositoryChecked capture

DeepIntoStreams/TSFM_Finance

github.com

the official implementation of the paper “Re(visiting) Time Series Foundation Models in Finance”.

GitHub stars
31
Language
Jupyter Notebook
Code license
Apache-2.0
foundation-modeltime-seriesresearch-lab
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