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Financial time series forecasting based on momentum-driven graph signal processing.
Shengen Zhang
Xu Ma
Zhen Fang
Huifeng Pan
Guangbing Yang
Gonzalo R. Arce
Published in:
Appl. Intell. (2023)
Keyphrases
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financial time series forecasting
signal processing
financial time series
pattern recognition
image processing
directed graph
fourier transform
learning rate
support vector regression
computer vision
stock market
data streams
non stationary