A convolutional neural network based approach to financial time series prediction
Author:
Publisher
Springer Science and Business Media LLC
Subject
Artificial Intelligence,Software
Link
https://link.springer.com/content/pdf/10.1007/s00521-022-07143-2.pdf
Reference43 articles.
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3. Bao W, Yue J, Rao Y (2017) A deep learning framework for financial time series using stacked autoencoders and long-short term memory. PloS One 12(7):e0180944
4. Bates JM, Granger CW (1969) The combination of forecasts. J Oper Res Soc 20(4):451–468
5. Cao L (1997) Practical method for determining the minimum embedding dimension of a scalar time series. Phys D Nonlinear Phenom 110(1–2):43–50
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