Applying Deep Learning in Forecasting Stock Index: Evidence from RTS Index-Reference-Cited by-同舟云学术

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Applying Deep Learning in Forecasting Stock Index: Evidence from RTS Index

Published:2022-10-12 Issue: Volume: Page:
ISSN:
Container-title:2022 IEEE 16th International Conference on Application of Information and Communication Technologies (AICT)
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Author:

Aliyev Fuzuli¹,Eylasov Neman²,Gasim Nijat³

Affiliation:

1. ADA University,School of Business,Baku,Azerbaijan

2. Kutahya Dumlupinar University,Kutahya,Türkiye

3. Dokuz Eylül University,Izmir,Türkiye

Publisher

IEEE

Link

http://xplorestaging.ieee.org/ielx7/10013483/10013493/10013496.pdf?arnumber=10013496

Reference9 articles.

1. Financial Time Series Prediction Based on Deep Learning

2. Very deep convolutional networks for large-scale image recognition;simonyan,2014

3. The flexible Fourier form and Dickey–Fuller type unit root tests

4. Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root

5. Long Short-Term Memory

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