Information-Entropic Deep Learning with Gaussian Process Regularisation for Uncertainty-Aware Quantitative Trading

Quantitative trading systems require predictive models that simultaneously deliver accurate forecasts, calibrated uncertainty quantification, and actionable risk measures. This paper proposes an information-theoretic semiparametric regression framework combining a convolutional neural network–Transf...

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Detalhes bibliográficos

Principais autores:	Feng Lin, Huaping Sun
Formato:	Artigo
Idioma:	Inglês
Publicado em:	MDPI AG 2026-04-01
Colecção:	Entropy
Assuntos:	information entropy quantitative trading Gaussian process deep learning uncertainty quantification risk management
Acesso em linha:	https://www.mdpi.com/1099-4300/28/5/485
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