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Forecasting Financial Time Series through Causal and Dilated Convolutional Neural Networks

In this paper, predictions of future price movements of a major American stock index were made by analyzing past movements of the same and other correlated indices. A model that has shown very good results in audio and speech generation was modified to suit the analysis of financial data and was the...

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Detalles Bibliográficos
Publicado en:Entropy (Basel)
Main Authors: Börjesson, Lukas, Singull, Martin
Formato: Artigo
Idioma:Inglês
Publicado: MDPI 2020
Assuntos:
Acceso en liña:https://ncbi.nlm.nih.gov/pmc/articles/PMC7597190/
https://ncbi.nlm.nih.gov/pubmed/33286866
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.3390/e22101094
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