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Forecasting Financial Time Series through Causal and Dilated Convolutional Neural Networks.
Lukas Börjesson
Martin Singull
Published in:
Entropy (2020)
Keyphrases
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financial time series
convolutional neural networks
financial time series forecasting
stock market
convolutional network
exchange rate
financial data
non stationary
stock price
turning points
stock exchange
bayesian networks
stock returns
multivariate time series
long term