Financial High-Frequency Time Series Forecasting Based on Sub-Step Grid Search Long Short-Term Memory Network.

Shihua Luo Cong Tian

Published in: IEEE Access (2020)

Keyphrases

high frequency
low frequency
high resolution
wavelet transform
wavelet coefficients
subband
discrete wavelet transform
recurrent neural networks
high frequency components
machine learning
artificial neural networks
neural network
high quality
knn
denoising
random search