Paper ID: 2403.14695

Chain-structured neural architecture search for financial time series forecasting

Denis Levchenko, Efstratios Rappos, Shabnam Ataee, Biagio Nigro, Stephan Robert

We compare three popular neural architecture search strategies on chain-structured search spaces: Bayesian optimization, the hyperband method, and reinforcement learning in the context of financial time series forecasting.

Submitted: Mar 15, 2024