Long Short-Term Memory Neural Network for Financial Time Series.
Carmina FjellströmPublished in: CoRR (2022)
Keyphrases
- financial time series
- recurrent neural networks
- long short term memory
- neural network
- stock market
- financial time series forecasting
- financial data
- non stationary
- feed forward
- turning points
- stock price
- stock exchange
- multivariate time series
- artificial neural networks
- exchange rate
- stock returns
- back propagation
- genetic algorithm