A Comparative Analysis of Forecasting Financial Time Series Using ARIMA, LSTM, and BiLSTM.
Sima Siami-NaminiNeda TavakoliAkbar Siami NaminPublished in: CoRR (2019)
Keyphrases
- financial time series
- stock market
- short term
- financial time series forecasting
- exchange rate
- financial data
- non stationary
- turning points
- arima model
- multivariate time series
- recurrent neural networks
- long term
- stock exchange
- stock price
- hybrid model
- artificial neural networks
- stock returns
- moving average
- exponential smoothing
- autoregressive integrated moving average
- support vector regression
- news articles
- singular value decomposition