Prediction research of financial time series based on deep learning
Author:
Publisher
Springer Science and Business Media LLC
Subject
Geometry and Topology,Theoretical Computer Science,Software
Link
http://link.springer.com/content/pdf/10.1007/s00500-020-04788-w.pdf
Reference27 articles.
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2. Blasques F, Koopman SJ, Lucas A et al (2016) Spillover dynamics for systemic risk measurement using spatial financial time series models. J Econom 195(2):211–223
3. Cao J, Wang J (2019) Stock price prediction model based on modified convolution neural network and financial time series analysis. Int J Commun Syst 20:e3987
4. Chavez-Demoulin V, Embrechts P, Sardy S (2014) Extreme-quantile tracking for financial time series. J Econom 181(1):44–52
5. Cherstvy AG, Vinod D, Aghion E et al (2017) Time averaging, ageing and delay analysis of financial time series. New J Phys 19(6):063045
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