Forecasting exchange rate with deep belief networks.
Jing ChaoFurao ShenJinxi ZhaoPublished in: IJCNN (2011)
Keyphrases
- exchange rate
- deep belief networks
- deep learning
- unsupervised learning
- foreign exchange
- hierarchical models
- restricted boltzmann machine
- probabilistic model
- generative model
- financial time series
- machine learning
- stock price
- sparse coding
- currency exchange
- long run
- approximate inference
- neural network
- conditional random fields
- supervised learning
- semi supervised
- dynamic programming
- long term
- data analysis
- learning algorithm