Tensor-Train Recurrent Neural Networks for Interpretable Multi-Way Financial Forecasting.
Yao Lei XuGiuseppe Giovanni CalviDanilo P. MandicPublished in: CoRR (2021)
Keyphrases
- recurrent neural networks
- financial forecasting
- neural network
- genetic programming
- feed forward
- computational finance
- echo state networks
- recurrent networks
- neural model
- artificial neural networks
- reservoir computing
- cascade correlation
- multiple kernel learning
- soft computing
- nonlinear dynamic systems
- evolutionary computation
- data fusion
- dimensionality reduction
- computational intelligence
- feature selection