Real-time Forecasting of Time Series in Financial Markets Using Sequentially Trained Many-to-one LSTMs.
Kelum GajamannageYonggi ParkPublished in: CoRR (2022)
Keyphrases
- financial markets
- real time
- financial time series
- stock market
- stock price
- technical indicators
- stock index
- exchange rate
- short term
- garch model
- early warning
- non stationary
- market data
- weather forecasting
- portfolio selection
- foreign exchange
- stock returns
- stock exchange
- forecasting accuracy
- box jenkins
- financial data
- investment strategies
- multivariate time series
- case based reasoning
- long term
- information systems
- agent based modeling
- autoregressive
- historical data
- risk management
- arma model