Combining Deep Learning and Multiresolution Analysis for Stock Market Forecasting.
Khaled A. Al-ThelayaSalahadin MohammedEl-Sayed M. El-AlfyPublished in: IEEE Access (2021)
Keyphrases
- stock market
- deep learning
- multiresolution analysis
- short term
- financial time series
- multiresolution
- garch model
- long term
- stock exchange
- vector valued
- unsupervised learning
- stock price
- financial data
- discrete wavelet transform
- image compression
- financial markets
- exchange rate
- mental models
- weakly supervised
- neural network
- wavelet transform
- machine learning
- forecasting model
- lifting scheme
- trading systems
- high dimensional