Improving deep learning for forecasting accuracy in financial data

DOI10.1155/2020/5803407MaRDI QIDQ2183257zbMATH OpenOpenAlexFDO

Authors Shih-Lin Lin, Huawei Huang

Publication date 26 May 2020

Published in Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1155/2020/5803407

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Financial applications of other theories (91G80)

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Cites work

• Deep learning for finance: deep portfolios
• The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis

Cited in

(4)

• Hybrid model of self-organizing map and adaptive neuro fuzzy inference system in stock indexes forecasting
• Prediction of U.S. gold futures prices using wavelet analysis; a study on deep learning models
• Factor augmented artificial neural network vs deep learning for forecasting global liquidity dynamics
• Learning uncertainty in market trend forecast using Bayesian neural networks

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