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Recurrent dictionary learning for state-space models with an application in stock forecasting.
Shalini Sharma
Víctor Elvira
Émilie Chouzenoux
Angshul Majumdar
Published in:
Neurocomputing (2021)
Keyphrases
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dictionary learning
state space
sparse representation
sparse coding
prior knowledge
image super resolution
neural network
feature selection
stock market
trading systems
group sparsity