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Multivariate Bayesian Time-Series Model with Multi-temporal Convolution Network for Forecasting Stock Market During COVID-19 Pandemic.
Paramita Ray
Bhaswati Ganguli
Amlan Chakrabarti
Published in:
Int. J. Comput. Intell. Syst. (2024)
Keyphrases
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stock market
financial time series
short term
garch model
prediction model
multivariate time series
long term
stock data
foreign exchange
artificial neural networks
autoregressive
financial data
forecasting model
hybrid model
portfolio optimization
temporal information
probability distribution
technical indicators