Stock Volatility Prediction using Time Series and Deep Learning Approach.
Ananda ChatterjeeHrisav BhowmickJaydip SenPublished in: CoRR (2022)
Keyphrases
- deep learning
- financial time series
- stock market
- stock price
- stock data
- unsupervised learning
- turning points
- garch model
- stock trading
- unsupervised feature learning
- machine learning
- stock market data
- non stationary
- financial data
- autoregressive conditional heteroscedasticity
- short term
- chinese stock market
- exchange rate
- financial markets
- deep architectures
- trading systems
- multivariate time series
- mental models
- knn
- higher order
- bayesian networks