Financial time series forecasting based on momentum-driven graph signal processing
Author:
Publisher
Springer Science and Business Media LLC
Subject
Artificial Intelligence
Link
https://link.springer.com/content/pdf/10.1007/s10489-023-04563-y.pdf
Reference41 articles.
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3. Li Z, Han J, Song Y (2020) On the forecasting of high-frequency financial time series based on ARIMA model improved by deep learning. J Forecast 39(7):1081–1097
4. Jhames M, Pedro A (2020) Stable randomized generalized autoregressive conditional heteroskedastic models. Econo Statis 15:67–83
5. Sezer O, Gudelek U, Ozbayoglu M (2020) Financial time series forecasting with deep learning: a systematic literature review: 2005-2019. Appl Soft Comput 90:106181
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