A deep learning framework for financial time series using stacked autoencoders and long-short term memory

PLoS ONE

Volumn 12, Issue 7, 2017, Pages

  Bao, Wei ^a   Yue, Jun ^b   Rao, Yulei ^a  

^a CENTRAL SOUTH UNIVERSITY   (China)

^b PEKING UNIVERSITY   (China)

Author keywords

[No Author keywords available]

Indexed keywords

DECOMPOSITION; FORECASTING; HUMAN; LEARNING; MARKET; MODEL; NOISE; SHORT TERM MEMORY; TIME SERIES ANALYSIS; ARTIFICIAL NEURAL NETWORK; ECONOMICS; FACTUAL DATABASE; INVESTMENT; LONG TERM MEMORY; WAVELET ANALYSIS;

DATABASES, FACTUAL; FORECASTING; HUMANS; INVESTMENTS; MEMORY, LONG-TERM; MEMORY, SHORT-TERM; NEURAL NETWORKS (COMPUTER); WAVELET ANALYSIS;

EID: 85024502828     PISSN: None     EISSN: 19326203     Source Type: Journal    
DOI: 10.1371/journal.pone.0180944     Document Type: Article

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