Real-time forecasting of time series in financial markets using sequentially trained dual-LSTMs.
Kelum GajamannageYonggi ParkDilhani I. JayathilakePublished in: Expert Syst. Appl. (2023)
Keyphrases
- financial markets
- real time
- stock market
- financial time series
- stock index
- stock price
- technical indicators
- exchange rate
- short term
- early warning
- weather forecasting
- forecasting accuracy
- non stationary
- market data
- portfolio selection
- stock returns
- long term
- trading strategies
- trading systems
- exponential smoothing
- stock exchange
- risk management
- trading rules
- machine learning
- stock data
- garch model
- chaotic time series
- foreign exchange
- investment strategies
- agent based modeling
- financial data
- multivariate time series
- information systems
- portfolio theory