A Comparison of LSTMs and Attention Mechanisms for Forecasting Financial Time Series.

Thomas Hollis Antoine Viscardi Seung Eun Yi

Published in: CoRR (2018)

Keyphrases

financial time series
financial time series forecasting
stock market
financial data
exchange rate
non stationary
turning points
stock exchange
stock price
stock returns
short term
multivariate time series
long term
knowledge discovery
foreign exchange