Using LSTM Neural Network for Time Series Predictions in Financial Markets-Reference-Cited by-同舟云学术

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Using LSTM Neural Network for Time Series Predictions in Financial Markets

Published:2019-09 Issue: Volume: Page:
ISSN:
Container-title:2019 IEEE 18th International Symposium on Network Computing and Applications (NCA)
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Author:

Zhelev Svetoslav,Avresky Dimiter R.

Publisher

IEEE

Link

http://xplorestaging.ieee.org/ielx7/8930311/8935004/08935009.pdf?arnumber=8935009

Cited by 13 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Classification of Consumption Level in Developing Countries for Time Series Prediction Using a Hierarchical Nested Artificial Neural Network Method;Studies in Computational Intelligence;2024

2. Forex Daily Price Prediction Using Gated Recurrent Unit;2023 IEEE 11th Conference on Systems, Process & Control (ICSPC);2023-12-16

3. Is Machine Learning Necessary for Cloud Resource Usage Forecasting?;Proceedings of the 2023 ACM Symposium on Cloud Computing;2023-10-30

4. Detection of potential gas accumulations in 2D seismic images using spatio-temporal, PSO, and convolutional LSTM approaches;Expert Systems with Applications;2023-04

5. Forex market forecasting using machine learning: Systematic Literature Review and meta-analysis;Journal of Big Data;2023-01-28

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