Financial and Non-Stationary Time Series Forecasting using LSTM Recurrent Neural Network for Short and Long Horizon-Reference-Cited by-同舟云学术

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Financial and Non-Stationary Time Series Forecasting using LSTM Recurrent Neural Network for Short and Long Horizon

Published:2019-07 Issue: Volume: Page:
ISSN:
Container-title:2019 10th International Conference on Computing, Communication and Networking Technologies (ICCCNT)
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Author:

Preeti ,Bala Rajni,Singh Ram Pal

Publisher

IEEE

Link

http://xplorestaging.ieee.org/ielx7/8932651/8944341/08944624.pdf?arnumber=8944624

Cited by 20 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. Comparative Analysis of LSTM and XGBoost Models for Short-Term Bitcoin Price Prediction;2024 3rd International Conference on Applied Artificial Intelligence and Computing (ICAAIC);2024-06-05

2. OTFC-LSTM: An Efficient Design of LSTM Accelerator based on On-The-Fly CORDIC;2024 IEEE 6th International Conference on AI Circuits and Systems (AICAS);2024-04-22

3. Deep Q-Network Based Reinforcement Learning for Bitcoin Future Price Prediction;2024 International Conference on Advancements in Smart, Secure and Intelligent Computing (ASSIC);2024-01-27

4. ELM-KL-LSTM: a robust and general incremental learning method for efficient classification of time series data;PeerJ Computer Science;2023-12-21

5. Application of Long Short-Term Memory Networks for Natural Gas Demand Prediction;2023 IEEE 7th Conference on Information and Communication Technology (CICT);2023-12-15

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