Stock-Index Tracking Optimization Using Auto-Encoders
نویسندگان
چکیده
منابع مشابه
Improving Variational Auto-Encoders using Householder Flow
Variational auto-encoders (VAE) are scalable and powerful generative models. However, the choice of the variational posterior determines tractability and flexibility of the VAE. Commonly, latent variables are modeled using the normal distribution with a diagonal covariance matrix. This results in computational efficiency but typically it is not flexible enough to match the true posterior distri...
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ژورنال
عنوان ژورنال: Frontiers in Physics
سال: 2020
ISSN: 2296-424X
DOI: 10.3389/fphy.2020.00388