Improving deep learning for forecasting accuracy in financial data

DOI10.1155/2020/5803407zbMath1459.91228OpenAlexW3013733115MaRDI QIDQ2183257

Shih-Lin Lin, Hua-Wei Huang

Publication date: 26 May 2020

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

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)

Cites Work

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

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