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Forecasting Financial Time Series Using Robust Deep Adaptive Input Normalization.
Nikolaos Passalis
Juho Kanniainen
Moncef Gabbouj
Alexandros Iosifidis
Anastasios Tefas
Published in:
J. Signal Process. Syst. (2021)
Keyphrases
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financial time series
financial time series forecasting
stock market
non stationary
exchange rate
financial data
stock price
stock exchange
turning points
multivariate time series
stock returns
short term
image sequences
reinforcement learning
preprocessing