Spatiotemporal adaptive neural network for long-term forecasting of financial time series

DOI10.1016/j.ijar.2020.12.002OpenAlexW3113183870MaRDI QIDQ2237157

Jean-Marc Patenaude, Shengrui Wang, Philippe Chatigny

Publication date: 27 October 2021

Published in: International Journal of Approximate Reasoning (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2003.12194

zbMATH Keywords

neural networkstime series forecastingsemi-supervised learningdynamic factor graphs

Mathematics Subject Classification ID

Reasoning under uncertainty in the context of artificial intelligence (68T37)

Related Items (1)

Editorial. Special issue on knowledge enhanced data analytics for autonomous decision making (KEDA for DM)

Uses Software

• PyTorch
• Adam
• SGDR
• torchdiffeq
• fpp2
• pmdarima
• WaveNet
• BoTorch
• DeepLOB

Cites Work

• Unnamed Item
• DeepLOB
• Forecasting and recombining time-series components by using neural networks
• Learning Deep Architectures for AI
• A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
• DeepLOB: Deep Convolutional Neural Networks for Limit Order Books
• The Perron–Frobenius Theorem and the Ranking of Football Teams

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