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Lagged correlation-based deep learning for directional trend change prediction in financial time series.
Ben Moews
J. Michael Herrmann
Gbenga Ibikunle
Published in:
Expert Syst. Appl. (2019)
Keyphrases
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financial time series
deep learning
turning points
stock market
financial time series forecasting
unsupervised learning
financial data
non stationary
exchange rate
stock price
machine learning
mental models
multivariate time series
natural images
short term
object detection
long term
high dimensional
data sets