Fractional Neuro-Sequential ARFIMA-LSTM for Financial Market Forecasting.
Ayaz Hussain BukhariMuhammad Asif Zahoor RajaMuhammad SulaimanSaeed IslamMuhammad ShoaibPoom KumamPublished in: IEEE Access (2020)
Keyphrases
- financial markets
- technical indicators
- exchange rate
- early warning
- stock price
- financial time series
- foreign exchange
- stock market
- trading strategies
- artificial neural networks
- trading systems
- recurrent neural networks
- short term
- portfolio theory
- risk management
- neuro fuzzy
- neural network
- black scholes
- option pricing
- fractional brownian motion
- databases
- stock exchange
- case study
- machine learning