Time series analysis using variational mode decomposition with deep learning
Time series analysis using variational mode decomposition with deep learning.
Graph Neural Network for Time-series Forecasting
Examine two papers about multivariate time-series forecasting using Graph Neural Network; StemGNN and MTGNN 240426_Graph_Neural_Network_for_Time-series_Forecasting
Reinforcement learning and Inverse Reinforcement learning Applications in Finance
Examine the basic theories of reinforcement learning and inverse reinforcement learning, and investigate related applications in the finance. File: (240412) FRE Seminar – RL and IRL apllications in finance
Recent Techniques for Multi-Objective Optimization
Summary: Briefly introduce multi-objective optimization(MOO), a problem of optimizing multiple objective functions simultaneously, and its use cases in finance. And also introduce recent methodologies (mainly related to gradient descent) for solving the MOO problem. File: 240405_Recent_Techniques_for_Multi-Objective_Optimization