Financial and Non-Stationary Time Series Forecasting using LSTM Recurrent Neural Network for Short and Long Horizon.
PreetiRajni BalaRam Pal SinghPublished in: ICCCNT (2019)
Keyphrases
- recurrent neural networks
- non stationary
- long short term memory
- artificial neural networks
- stock price
- neuro fuzzy
- feed forward
- neural network
- hidden layer
- adaptive algorithms
- autoregressive
- complex valued
- neural model
- echo state networks
- nonlinear dynamic systems
- reservoir computing
- recurrent networks
- blind source separation
- empirical mode decomposition
- financial markets
- white noise
- stock market
- back propagation
- change point detection
- biomedical signals
- decision making
- machine learning
- financial data
- training data
- neural network structure
- genetic algorithm