Supervised Autoencoders with Fractionally Differentiated Features and Triple Barrier Labelling Enhance Predictions on Noisy Data

Fuente: arXiv

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Bibliographic Details
Main Authors:	Bieganowski, Bartosz, Ślepaczuk, Robert
Format:	Preprint
Published:	2024
Subjects:	Trading and Market Microstructure Machine Learning Computation
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2411.12753