Spatiotemporal adaptive neural network for long-term forecasting of financial time series
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Publication:2237157
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Cites work
- A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
- DeepLOB
- DeepLOB: Deep Convolutional Neural Networks for Limit Order Books
- Forecasting and recombining time-series components by using neural networks
- Learning deep architectures for AI
- Probabilistic graphical models.
- The Perron–Frobenius Theorem and the Ranking of Football Teams
Cited in
(5)- Forecasting financial time series with Boltzmann entropy through neural networks
- Editorial. Special issue on knowledge enhanced data analytics for autonomous decision making (KEDA for DM)
- Temporal pattern attention for multivariate time series forecasting
- Fin-GAN: forecasting and classifying financial time series via generative adversarial networks
- Trend-pattern unlimited fuzzy information granule-based LSTM model for long-term time-series forecasting
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