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Generation of Realistic Synthetic Financial Time-series.
Mihai Dogariu
Liviu-Daniel Stefan
Bogdan Andrei Boteanu
Claudiu Lamba
Bomi Kim
Bogdan Ionescu
Published in:
ACM Trans. Multim. Comput. Commun. Appl. (2022)
Keyphrases
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financial time series
stock market
financial time series forecasting
non stationary
financial data
real world
stock exchange
turning points
stock price
stock returns
short term
long term
spatial information
multivariate time series
social network analysis