Recurrent Neural Networks for Financial Time-Series Modelling.
Gavin TsangJingjing DengXianghua XiePublished in: ICPR (2018)
Keyphrases
- recurrent neural networks
- financial time series
- nonlinear dynamic systems
- financial time series forecasting
- stock market
- feed forward
- non stationary
- turning points
- neural network
- financial data
- artificial neural networks
- cascade correlation
- stock exchange
- recurrent networks
- echo state networks
- reservoir computing
- exchange rate
- neural model
- stock price
- multivariate time series
- short term
- spatial data
- model selection
- decision making