Financial Time Series Data Prediction by Combination Model Adaboost-KNN-LSTM.
Heng ZhaoXinran LiJiakai XuXianghua FuJiehao ChenPublished in: IJCNN (2023)
Keyphrases
- financial time series
- knn
- financial data
- financial time series forecasting
- stock market
- input data
- k nearest neighbor
- data sets
- training data
- nearest neighbor
- missing data
- classification algorithm
- multivariate time series
- historical data
- knowledge discovery
- data points
- distance function
- missing values
- non stationary
- temporal information
- text categorization
- data analysis
- decision trees