Multimodal deep learning for finance: integrating and forecasting international stock markets.
Sang Il LeeSeong Joon YooPublished in: J. Supercomput. (2020)
Keyphrases
- deep learning
- stock market
- short term
- financial time series
- financial markets
- garch model
- foreign exchange
- long term
- unsupervised learning
- exchange rate
- stock returns
- stock exchange
- early warning
- financial data
- machine learning
- unsupervised feature learning
- stock price
- monetary policy
- stock data
- trading rules
- weakly supervised
- mental models
- portfolio optimization
- multivariate time series
- portfolio selection
- portfolio management
- risk management
- text classification
- feature selection