Market index price prediction using Deep Neural Networks with a Self-Similarity approach-Reference-Cited by-同舟云学术

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Market index price prediction using Deep Neural Networks with a Self-Similarity approach

Published:2023-10 Issue: Volume:146 Page:110700
ISSN:1568-4946
Container-title:Applied Soft Computing
language:en
Short-container-title:Applied Soft Computing

Author:

Mendoza Carlos,Kristjanpoller Werner^ORCID,Minutolo Marcel C.^ORCID

Publisher

Elsevier BV

Subject

Software

Reference45 articles.

1. Hurst exponent dynamics of s&p 500 returns: Implications for market efficiency, long memory, multifractality and financial crises predictability by application of a nonlinear dynamics analysis framework;Vogl;Chaos Solitons Fractals,2023

2. Modaugnet: A new forecasting framework for stock market index value with an overfitting prevention lstm module and a prediction lstm module;Baek;Expert Syst. Appl.,2018

3. An overview of overfitting and its solutions;Ying;J. Phys. Conf. Ser.,2019

4. Autoregressive conditional heteroscedasticity with estimates of the variance of united kingdom inflation;Engle;Econometrica,1982

5. Generalized autoregressive conditional heteroskedasticity;Bollerslev;J. Econometrics,1986

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2. PCA-ICA-LSTM: A Hybrid Deep Learning Model Based on Dimension Reduction Methods to Predict S&P 500 Index Price;Computational Economics;2024-05-28

3. VaR Comparison for Fractal Diffusion System using R/S Method;2024 9th International Conference on Computer and Communication Systems (ICCCS);2024-04-19

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