Lagged correlation-based deep learning for directional trend change prediction in financial time series.
Ben MoewsJ. Michael HerrmannGbenga IbikunlePublished in: CoRR (2018)
Keyphrases
- financial time series
- deep learning
- turning points
- stock market
- financial time series forecasting
- non stationary
- financial data
- unsupervised learning
- stock price
- exchange rate
- machine learning
- mental models
- weakly supervised
- short term
- multivariate time series
- higher order
- knowledge discovery
- reinforcement learning
- computer vision