Financial Time Series Prediction Based on Deep Learning

Author:

Yan Hongju,Ouyang Hongbing

Publisher

Springer Science and Business Media LLC

Subject

Electrical and Electronic Engineering,Computer Science Applications

Reference18 articles.

1. Taylor, G. W. (2009). Composable, distributed-state models for high-dimensional time series. Toronto: University of Toronto.

2. Simonyan, K., & Zisserman, A. (2014). Very deep convolutional networks for large-scale image recognition. arXiv:1409.1556.

3. Sarikaya, R., Hinton, G. E., & Deoras, A. (2014). Application of Deep Belief Networks for natural language understanding. ACM Transactions on Audio Speech and Language Processing, 22(4), 778–784.

4. Trafalis, T. B., & Ince, H. (2000). Support vector machine for regression and applications to financial forecasting. Neural Networks. In Proceedings of the IEEE-INNS-ENNS international joint conference on IJCNN 2000 (pp. 348–353). IEEE.

5. Guresen, E., Kayakutlu, G., & Daim, T. U. (2011). Using artificial neural network models in stock market index prediction. Expert Systems with Applications, 38, 10389–10397.

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