Lagged correlation-based deep learning for directional trend change prediction in financial time series

Expert Systems with Applications ◽

10.1016/j.eswa.2018.11.027 ◽

2019 ◽

Vol 120 ◽

pp. 197-206 ◽

Author(s):

Ben Moews ◽

J. Michael Herrmann ◽

Gbenga Ibikunle

Keyword(s):

Time Series ◽

Deep Learning ◽

Financial Time Series ◽

Financial Time ◽

Change Prediction ◽

Lagged Correlation ◽

Directional Trend

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Analysis and Forecasting of Financial Time Series Using CNN and LSTM-Based Deep Learning Models

Lecture Notes in Networks and Systems - Advances in Distributed Computing and Machine Learning ◽

10.1007/978-981-16-4807-6_39 ◽

2022 ◽

pp. 405-423

Author(s):

Sidra Mehtab ◽

Jaydip Sen

Keyword(s):

Time Series ◽

Deep Learning ◽

Financial Time Series ◽

Learning Models ◽

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A novel study on deep learning framework to predict and analyze the financial time series information

Future Generation Computer Systems ◽

10.1016/j.future.2021.07.017 ◽

2021 ◽

Author(s):

Shuigen Yang

Keyword(s):

Time Series ◽

Deep Learning ◽

Financial Time Series ◽

Learning Framework ◽

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Deep Learning for Financial Time-Series Data Analytics: An Image Processing Based Approach

International Journal of Machine Learning and Computing ◽

10.18178/ijmlc.2020.10.1.897 ◽

2020 ◽

Vol 10 (1) ◽

pp. 51-56

Author(s):

Watthana Pongsena ◽

Prakaidoy Ditsayabut ◽

Nittaya Kerdprasop ◽

Kittisak Kerdprasop

Keyword(s):

Image Processing ◽

Time Series ◽

Deep Learning ◽

Data Analytics ◽

Time Series Data ◽

Financial Time Series ◽

Series Data ◽

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Prediction research of financial time series based on deep learning

Soft Computing ◽

10.1007/s00500-020-04788-w ◽

2020 ◽

Vol 24 (11) ◽

pp. 8295-8312 ◽

Author(s):

Zhaoyi Xu ◽

Jia Zhang ◽

Junyao Wang ◽

Zhiming Xu

Keyword(s):

Time Series ◽

Deep Learning ◽

Financial Time Series ◽

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Financial Time Series Forecasting Using Deep Learning Network

Communications in Computer and Information Science - Applications of Computing and Communication Technologies ◽

10.1007/978-981-13-2035-4_3 ◽

2018 ◽

pp. 23-33 ◽

Author(s):

Preeti ◽

Ankita Dagar ◽

Rajni Bala ◽

Ram Pal Singh

Keyword(s):

Time Series ◽

Deep Learning ◽

Financial Time Series ◽

Time Series Forecasting ◽

Learning Network ◽

Financial Time ◽

Deep Learning Network

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Financial Time Series Prediction Based on Deep Learning

Wireless Personal Communications ◽

10.1007/s11277-017-5086-2 ◽

2017 ◽

Vol 102 (2) ◽

pp. 683-700 ◽

Author(s):

Hongju Yan ◽

Hongbing Ouyang

Keyword(s):

Time Series ◽

Deep Learning ◽

Financial Time Series ◽

Time Series Prediction ◽

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

PLoS ONE ◽

10.1371/journal.pone.0180944 ◽

2017 ◽

Vol 12 (7) ◽

pp. e0180944 ◽

Author(s):

Wei Bao ◽

Jun Yue ◽

Yulei Rao

Keyword(s):

Time Series ◽

Deep Learning ◽

Short Term Memory ◽

Financial Time Series ◽

Term Memory ◽

Learning Framework ◽

Financial Time ◽

Stacked Autoencoders ◽

Long Short Term Memory

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Random matrix ensembles of time-lagged correlation matrices: derivation of eigenvalue spectra and analysis of financial time-series

Quantitative Finance ◽

10.1080/14697680701691477 ◽

2008 ◽

Vol 8 (7) ◽

pp. 705-722 ◽

Author(s):

Christoly Biely ◽

Stefan Thurner

Keyword(s):

Time Series ◽

Random Matrix ◽

Financial Time Series ◽

Correlation Matrices ◽

Financial Time ◽

Random Matrix Ensembles ◽

Matrix Ensembles ◽

Time Lagged ◽

Lagged Correlation

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Deep Learning Model for Financial Time Series Prediction

2020 14th International Conference on Innovations in Information Technology (IIT) ◽

10.1109/iit50501.2020.9299063 ◽

2020 ◽

Author(s):

Omnia Kelany ◽

Sherin Aly ◽

Mohamed A. Ismail

Keyword(s):

Time Series ◽

Deep Learning ◽

Financial Time Series ◽

Time Series Prediction ◽

Learning Model ◽

Financial Time ◽

Deep Learning Model

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A novel deep learning framework: Prediction and analysis of financial time series using CEEMD and LSTM

Expert Systems with Applications ◽

10.1016/j.eswa.2020.113609 ◽

2020 ◽

Vol 159 ◽

pp. 113609

Author(s):

Yong'an Zhang ◽

Binbin Yan ◽

Memon Aasma

Keyword(s):

Time Series ◽

Deep Learning ◽

Financial Time Series ◽

Learning Framework ◽

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