Forecasting financial time series with Boltzmann entropy through neural networks.
Luca GrilliDomenico SantoroPublished in: Comput. Manag. Sci. (2022)
Keyphrases
- financial time series
- neural network
- stock market
- financial time series forecasting
- exchange rate
- financial data
- non stationary
- turning points
- stock exchange
- stock price
- multivariate time series
- pattern recognition
- artificial neural networks
- stock returns
- neural network model
- data points
- support vector
- machine learning