Quant Letter: August 2024, Week-2
Weekly (58th Edition)
ArXiv
Finance
Strong Denoising of Financial Data: The paper introduces a method to enhance the signal to noise ratio in financial data using auto-encoders, offering a new way to discover regularities in financial time-series. (2024-08-11, shares: 3)
Group Structures in Attributions: The study highlights the need to consider group structures in financial da…
Keep reading with a 7-day free trial
Subscribe to Machine Learning & Quant Finance to keep reading this post and get 7 days of free access to the full post archives.