Performance evaluation of deep neural networks for forecasting time-series with multiple structural breaks and high volatility.
Rohit KaushikShikhar JainSiddhant JainTirtharaj DashPublished in: CAAI Trans. Intell. Technol. (2021)
Keyphrases
- neural network
- financial time series
- garch model
- stock market
- stock price
- weather forecasting
- exchange rate
- genetic algorithm
- pattern recognition
- stock exchange
- mackey glass
- foreign exchange
- structural information
- short term
- fault diagnosis
- artificial neural networks
- wide range
- support vector regression
- training process
- integer programming
- neural nets
- multivariate time series
- sar images
- exponential smoothing