Prediction research of financial time series based on deep learning.
Zhaoyi XuJia ZhangJunyao WangZhiming XuPublished in: Soft Comput. (2020)
Keyphrases
- financial time series
- deep learning
- stock market
- financial time series forecasting
- financial data
- non stationary
- turning points
- unsupervised learning
- exchange rate
- machine learning
- stock price
- weakly supervised
- mental models
- multivariate time series
- information retrieval
- data sets
- historical data
- maximum likelihood
- data warehouse
- pattern recognition