An Efficient GAN-Based Multi-classification Approach for Financial Time Series Volatility Trend Prediction.
Lei LiuZheng PeiPeng ChenHang LuoZhisheng GaoKang FengZhihao GanPublished in: Int. J. Comput. Intell. Syst. (2023)
Keyphrases
- financial time series
- turning points
- stock market
- financial time series forecasting
- non stationary
- stock price
- exchange rate
- financial data
- stock returns
- stock exchange
- multivariate time series
- machine learning
- image classification
- feature selection
- support vector
- support vector machine svm
- feature extraction
- feature space
- temporal data
- data streams
- text categorization
- text classification
- supervised learning