Supervised Temporal Autoencoder for Stock Return Time-series Forecasting.
Steven Y. K. WongJennifer S. K. ChanLamiae AziziRichard Y. D. XuPublished in: COMPSAC (2021)
Keyphrases
- spatio temporal
- temporal information
- learning algorithm
- restricted boltzmann machine
- artificial neural networks
- temporal reasoning
- temporal consistency
- temporal databases
- spatial and temporal
- temporal constraints
- temporal dimension
- supervised learning
- temporal relations
- supervised classification
- temporal data
- stock market
- non stationary
- semi supervised
- feature selection
- stock price
- genetic algorithm
- unsupervised learning
- temporal analysis
- bayesian networks
- financial information