Financial time series forecasting using AdaBoost-GRU ensemble model

Journal of the Korean Data and Information Science Society ◽

10.7465/jkdi.2021.32.2.267 ◽

2021 ◽

Vol 32 (2) ◽

pp. 267-281

Author(s):

Nae Won Kwak ◽

Dong Hoon Lim

Keyword(s):

Time Series ◽

Financial Time Series ◽

Time Series Forecasting ◽

Ensemble Model ◽

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A novel nonlinear RBF neural network ensemble model for financial time series forecasting

Third International Workshop on Advanced Computational Intelligence ◽

10.1109/iwaci.2010.5585218 ◽

2010 ◽

Author(s):

Donglin Wang ◽

Yajie Li

Keyword(s):

Neural Network ◽

Time Series ◽

Financial Time Series ◽

Rbf Neural Network ◽

Time Series Forecasting ◽

Ensemble Model ◽

Neural Network Ensemble ◽

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A Novel Nonlinear Neural Network Ensemble Model for Financial Time Series Forecasting

Computational Science – ICCS 2006 - Lecture Notes in Computer Science ◽

10.1007/11758501_106 ◽

2006 ◽

pp. 790-793 ◽

Author(s):

Kin Keung Lai ◽

Lean Yu ◽

Shouyang Wang ◽

Huang Wei

Keyword(s):

Neural Network ◽

Time Series ◽

Financial Time Series ◽

Time Series Forecasting ◽

Ensemble Model ◽

Neural Network Ensemble ◽

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Temporal logistic neural Bag-of-Features for financial time series forecasting leveraging limit order book data

Pattern Recognition Letters ◽

10.1016/j.patrec.2020.06.006 ◽

2020 ◽

Vol 136 ◽

pp. 183-189 ◽

Author(s):

Nikolaos Passalis ◽

Anastasios Tefas ◽

Juho Kanniainen ◽

Moncef Gabbouj ◽

Alexandros Iosifidis

Keyword(s):

Time Series ◽

Financial Time Series ◽

Limit Order Book ◽

Time Series Forecasting ◽

Limit Order ◽

Bag Of Features ◽

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Financial Time Series Forecasting with Multi-Modality Graph Neural Network

Pattern Recognition ◽

10.1016/j.patcog.2021.108218 ◽

2021 ◽

pp. 108218

Author(s):

Dawei Cheng ◽

Fangzhou Yang ◽

Sheng Xiang ◽

Jin Liu

Keyword(s):

Neural Network ◽

Time Series ◽

Financial Time Series ◽

Time Series Forecasting ◽

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Modified support vector machines in financial time series forecasting

Neurocomputing ◽

10.1016/s0925-2312(01)00676-2 ◽

2002 ◽

Vol 48 (1-4) ◽

pp. 847-861 ◽

Author(s):

Francis E.H. Tay ◽

L.J. Cao

Keyword(s):

Time Series ◽

Support Vector Machines ◽

Financial Time Series ◽

Time Series Forecasting ◽

Support Vector ◽

Financial Time ◽

Vector Machines

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Designing Translation Invariant Operators for Financial Time Series Forecasting

2006 Ninth Brazilian Symposium on Neural Networks (SBRN'06) ◽

10.1109/sbrn.2006.15 ◽

2006 ◽

Author(s):

Ricardo de A. Araujo ◽

Robson P. de Sousa ◽

Tiago A. E. Ferreira

Keyword(s):

Time Series ◽

Financial Time Series ◽

Time Series Forecasting ◽

Translation Invariant ◽

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A Novel Hybrid Intelligent Model for Financial Time Series Forecasting and Its Application

2009 International Conference on Business Intelligence and Financial Engineering ◽

10.1109/bife.2009.71 ◽

2009 ◽

Author(s):

Wei Wang ◽

Hong Zhao ◽

Qiang Li ◽

Zhixiong Liu

Keyword(s):

Time Series ◽

Financial Time Series ◽

Time Series Forecasting ◽

Financial Time ◽

Intelligent Model

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Convolutional Neural Networks, Image Recognition and Financial Time Series Forecasting

Mining Data for Financial Applications - Lecture Notes in Computer Science ◽

10.1007/978-3-030-37720-5_5 ◽

2020 ◽

pp. 60-69

Author(s):

Argimiro Arratia ◽

Eduardo Sepúlveda

Keyword(s):

Neural Networks ◽

Time Series ◽

Convolutional Neural Networks ◽

Image Recognition ◽

Financial Time Series ◽

Time Series Forecasting ◽

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Financial Time Series Forecasting Using a Compound Model Based on Wavelet Frame and Support Vector Regression

2008 Fourth International Conference on Natural Computation ◽

10.1109/icnc.2008.455 ◽

2008 ◽

Author(s):

Wensheng Dai ◽

Chi-Jie Lu

Keyword(s):

Time Series ◽

Support Vector Regression ◽

Financial Time Series ◽

Time Series Forecasting ◽

Support Vector ◽

Wavelet Frame ◽

Financial Time ◽

Model Based ◽

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Feature Selection for Support Vector Machines in Financial Time Series Forecasting

Intelligent Data Engineering and Automated Learning — IDEAL 2000. Data Mining, Financial Engineering, and Intelligent Agents - Lecture Notes in Computer Science ◽

10.1007/3-540-44491-2_38 ◽

2000 ◽

pp. 268-273 ◽

Author(s):

L. J. Cao ◽

Francis E. H. Tay

Keyword(s):

Time Series ◽

Feature Selection ◽

Support Vector Machines ◽

Financial Time Series ◽

Time Series Forecasting ◽

Support Vector ◽

Financial Time ◽

Vector Machines ◽

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