Movement forecasting of financial time series based on adaptive LSTM-BN network.

Zhen Fang Xu Ma Huifeng Pan Guangbing Yang Gonzalo R. Arce

Published in: Expert Syst. Appl. (2023)

Keyphrases

financial time series
financial time series forecasting
stock market
financial data
turning points
exchange rate
non stationary
stock exchange
bayesian networks
short term
stock returns
recurrent neural networks
stock price
clustering algorithm
image sequences
multivariate time series