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Mixture of Activation Functions With Extended Min-Max Normalization for Forex Market Prediction
16 references·3 citing·49 second hop
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References

  • 2017Deep learning with long short-term memory networks for financial market predictions2,827 cited
  • 2017A Dual-Stage Attention-Based Recurrent Neural Network for Time Series Prediction1,646 cited
  • 2017A deep learning framework for financial time series using stacked autoencoders and long-short term memory1,131 cited
  • 1992The use of technical analysis in the foreign exchange market1,071 cited
  • 2008Surveying stock market forecasting techniques – Part II: Soft computing methods841 cited
  • 2011Using artificial neural network models in stock market index prediction787 cited
  • 2018Predicting the Price of Bitcoin Using Machine Learning690 cited
  • 2001Currency traders and exchange rate dynamics: a survey of the US market539 cited
  • 2000A case study on using neural networks to perform technical forecasting of forex398 cited
  • 2003A hybrid genetic-neural architecture for stock indexes forecasting320 cited
  • 2017A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem310 cited
  • 2017An adaptive portfolio trading system: A risk-return portfolio optimization using recurrent reinforcement learning with expected maximum drawdown240 cited
  • 2006A hybrid approach based on neural networks and genetic algorithms for detecting temporal patterns in stock markets223 cited
  • 2015Neural networks performance in exchange rate prediction

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160 cited
  • 2018Deep Learning for Forecasting Stock Returns in the Cross-Section124 cited
  • 2004Volatility forecasting with smooth transition exponential smoothing122 cited
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