Financial Market Directional Forecasting With Stacked Denoising Autoencoder.
Shaogao LvYongchao HouHongwei ZhouPublished in: CoRR (2019)
Keyphrases
- financial markets
- denoising
- technical indicators
- exchange rate
- early warning
- stock market
- financial time series
- image denoising
- stock price
- foreign exchange
- short term
- natural images
- image processing
- wavelet domain
- trading strategies
- long term
- trading systems
- agent based models
- risk management
- option pricing
- wavelet packet
- fractional brownian motion
- financial institutions
- black scholes
- portfolio theory
- stock exchange
- partial differential equations
- news articles