A dual-stage advanced deep learning algorithm for long-term and long-sequence prediction for multivariate financial time series.
PreetiRajni BalaRam Pal SinghPublished in: Appl. Soft Comput. (2022)
Keyphrases
- financial time series
- long term
- stock market
- learning algorithm
- multivariate time series
- short term
- financial time series forecasting
- financial data
- turning points
- non stationary
- stock price
- stock exchange
- stock returns
- exchange rate
- machine learning
- active learning
- dimension reduction
- regression model
- temporal data
- supervised learning