Chain-structured neural architecture search for financial time series forecasting
<|reference_start|>Chain-structured neural architecture search for financial time series forecasting: We compare three popular neural architecture search strategies on chain-structured search spaces: Bayesian optimization, the hyperband method, and reinforcement learning in the context of financial time series forecasting.<|reference_end|>
@article{levchenko2024chain-structured,
    title={Chain-structured neural architecture search for financial time series
  forecasting},
    author={Denis Levchenko, Efstratios Rappos, Shabnam Ataee, Biagio Nigro,
  Stephan Robert},
    journal={arXiv preprint arXiv:2403.14695},
    year={2024},
    archivePrefix={arXiv},
    eprint={2403.14695},
    primaryClass={q-fin.ST cs.LG}
}