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Benchmarking Deep Sequential Models on Volatility Predictions for Financial Time Series.
Qiang Zhang
Rui Luo
Yaodong Yang
Yuanyuan Liu
Published in:
CoRR (2018)
Keyphrases
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financial time series
turning points
stock market
financial time series forecasting
stock price
text mining
probabilistic model
stock returns
data mining
machine learning
feature extraction
non stationary