Path signature-based phase space reconstruction for stock trend prediction.
Cuiting LiKe LiuPublished in: Int. J. Data Sci. Anal. (2022)
Keyphrases
- phase space reconstruction
- chaotic time series
- multivariate time series
- moving average
- neural network
- stock market
- artificial neural networks
- short term
- phase space
- shortest path
- genetic algorithm
- prediction model
- dimensionality reduction
- high dimensional data
- recurrent neural networks
- autoregressive
- support vector