Stock Index Return Volatility Forecast via Excitatory and Inhibitory Neuronal Synapse Unit with Modified MF-ADCCA
Financial prediction persists a strenuous task in Fintech research. This paper introduces a multifractal asymmetric detrended cross-correlation analysis (MF-ADCCA)-based deep learning forecasting model to predict a succeeding day log return via excitatory and inhibitory neuronal synapse unit (EINS)...
Kaydedildi:
| Asıl Yazarlar: | , |
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| Materyal Türü: | Artigo |
| Dil: | Inglês |
| Baskı/Yayın Bilgisi: |
MDPI AG
2023-03-01
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| Seri Bilgileri: | Fractal and Fractional |
| Konular: | |
| Online Erişim: | https://www.mdpi.com/2504-3110/7/4/292 |
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