Forecasting Corporate Financial Time Series using Multi-phase Attention Recurrent Neural Networks.
Shuhei YoshimiKoji EguchiPublished in: EDBT/ICDT Workshops (2020)
Keyphrases
- financial time series
- recurrent neural networks
- financial time series forecasting
- stock market
- non stationary
- financial data
- exchange rate
- stock exchange
- feed forward
- turning points
- stock price
- reservoir computing
- neural network
- echo state networks
- recurrent networks
- neural model
- nonlinear dynamic systems
- multivariate time series
- chaotic time series
- cascade correlation
- artificial neural networks
- short term
- human body