SB
Sander Bohte
Authored
5 records found
Flying insects are capable of vision-based navigation in cluttered environments, reliably avoiding obstacles through fast and agile maneuvers, while being very efficient in the processing of visual stimuli. Meanwhile, autonomous micro air vehicles still lag far behind their biolo
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This paper proposes a data-driven approach, by means of an Artificial Neural Network (ANN), to value financial options and to calculate implied volatilities with the aim of accelerating the corresponding numerical methods. With ANNs being universal function approximators, this me
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This paper provides a comprehensive study of the structure and dynamics of online advertising markets, mostly based on techniques from the emergent discipline of complex systems analysis. First, we look at how the display rank of a URL link influences its click frequency, for bot
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We present a method for conditional time series forecasting based on an adaptation of the recent deep convolutional WaveNet architecture. The proposed network contains stacks of dilated convolutions that allow it to access a broad range of historical data when forecasting. It als
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Contributed
1 records found
This thesis discusses forecasting periodic time series using Wavenets with an application in financial time series. Conventional neural networks used for forecasting such as the LSTM and the full convolutional network (FCN) are computationally expensive. The Wavenet uses dilated
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