Restricted Boltzmann machine based stock market trend prediction.
Qiubin LiangWenge RongJiayi ZhangJingshuang LiuZhang XiongPublished in: IJCNN (2017)
Keyphrases
- stock market
- financial time series
- restricted boltzmann machine
- stock price
- short term
- deep learning
- trading rules
- financial data
- stock exchange
- stock trading
- stock index futures
- prediction model
- financial markets
- garch model
- semi supervised
- long term
- hidden layer
- probabilistic graphical models
- back propagation
- non stationary
- unsupervised learning
- information extraction
- information retrieval
- data mining