SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Forecasting Financial Time Series Using Robust Deep Adaptive Input Normalization
12 references·0 citing·45 second hop
Forecasting Financial Time Series Using Robust Deep Adaptive Input Normalization (2021)Forecasting Financial Time Series Using R…Using Deep Learning for price prediction by exploiting stationary limit order book features (2020)Using Deep Learning for price…Price Trailing for Financial Trading Using Deep Reinforcement Learning (2020)Price Trailing for Financial …Forecasting Fluctuations in the Financial Index Using a Recurrent Neural Network Based on Price Features (2020)Forecasting Fluctuations in t…Machine Learning for Forecasting Mid-Price Movements Using Limit Order Book Data (2019)Machine Learning for Forecast…Temporal Attention-Augmented Bilinear Network for Financial Time-Series Data Analysis (2018)Temporal Attention-Augmented …Forecasting stock market crisis events using deep and statistical machine learning techniques (2018)Forecasting stock market cris…Forecasting Economics and Financial Time Series: ARIMA vs. LSTM (2018)Forecasting Economics and Fin…Using deep learning to detect price change indications in financial markets (2017)Using deep learning to detect…Deep Learning for Financial Time Series Forecasting in A-Trader System (2017)Deep Learning for Financial T…A deep learning framework for financial time series using stacked autoencoders and long-short term memory (2017)A deep learning framework for…Deep Direct Reinforcement Learning for Financial Signal Representation and Trading (2016)Deep Direct Reinforcement Lea…A Coefficient of Agreement for Nominal Scales (1960)A Coefficient of Agreement fo…Reliability of Content Analysis: The Case of Nominal Scale Coding (1955)The Measurement of Observer Agreement for Categorical Data (1977)Interrater reliability: the kappa statistic (2012)Systematic review of research on artificial intelligence applications in higher education – where are the educators? (2019)Mean Reversion in Stock Prices: Evidence and Implications (1987)Mean reversion in stock prices (1988)The Sharpe Ratio (1994)Machine behaviour (2019)Artificial Intelligence and Management: The Automation-Augmentation Paradox (2020)Generación de series de tiempo financieras sintéticas para "data augmentation" usando redes neuronales generativas adversarias (GAN) (2021)Forecasting stock market movement direction with support vector machine (2004)Deep learning for event-driven stock prediction (2015)Computational Intelligence and Financial Markets: A Survey and Future Directions (2016)CNNpred: CNN-based stock market prediction using a diverse set of variables (2019)Applications of deep learning in stock market prediction: Recent progress (2021)Drift Independent Volatility Estimation Based on High, Low, Open, and Close Prices (2000)Classification-based financial markets prediction using deep neural networks (2017)Deep learning for financial applications : A survey (2020)Tie Series Analysis, Forecasting, and Control (1995)Deep learning with long short-term memory networks for financial market predictions (2017)Forecasting principles and practice (2018)Fractional Neuro-Sequential ARFIMA-LSTM for Financial Market Forecasting (2020)Stock Market Prediction Using LSTM Recurrent Neural Network (2020)Financial Ratios and the Probabilistic Prediction of Bankruptcy (1980)Extreme Correlation of International Equity Markets (2001)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Machine learning in energy economics and finance: A review (2019)A Survey of Forex and Stock Price Prediction Using Deep Learning (2021)Application of support vector machines in financial time series forecasting (2001)Financial time series forecasting using support vector machines (2003)A performance comparison of machine learning models for stock market prediction with novel investment strategy (2023)AI Meets the Shopper: Psychosocial Factors in Ease of Use and Their Effect on E-Commerce Purchase Intention (2024)Feature selection with annealing for forecasting financial time series (2024)The Pricing of Options and Corporate Liabilities (1973)A Stochastic Model for Order Book Dynamics (2010)DeepLOB: Deep Convolutional Neural Networks for Limit Order Books (2019)Stock price prediction using deep learning and frequency decomposition (2020)Multi-scale local cues and hierarchical attention-based LSTM for stock price trend prediction (2022)A Dual-Stage Attention-Based Recurrent Neural Network for Time Series Prediction (2017)Forecasting directional movements of stock prices for intraday trading using LSTM and random forests (2022)Technical analysis of the financial markets: a comprehensive guide to trading methods and applications (1999)Predicting stock and stock price index movement using Trend Deterministic Data Preparation and machine learning techniques (2014)Diversity-driven knowledge distillation for financial trading using Deep Reinforcement Learning (2021)Deep reinforcement learning for financial trading using multi-modal features (2023)Artificial intelligence techniques in financial trading: A systematic literature review (2024)
this work references cited by second hop

References

  • 1960A Coefficient of Agreement for Nominal Scales42,710 cited
  • 2017A deep learning framework for financial time series using stacked autoencoders and long-short term memory1,177 cited
  • 2016Deep Direct Reinforcement Learning for Financial Signal Representation and Trading837 cited
  • 2018Forecasting Economics and Financial Time Series: ARIMA vs. LSTM362 cited
  • 2018Forecasting stock market crisis events using deep and statistical machine learning techniques312 cited
  • 2018Temporal Attention-Augmented Bilinear Network for Financial Time-Series Data Analysis238 cited
  • 2017Using deep learning to detect price change indications in financial markets157 cited
  • 2020Using Deep Learning for price prediction by exploiting stationary limit order book features104 cited
  • 2020Price Trailing for Financial Trading Using Deep Reinforcement Learning73 cited
  • 2019Machine Learning for Forecasting Mid-Price Movements Using Limit Order Book Data62 cited
  • 2017Deep Learning for Financial Time Series Forecasting in A-Trader System44 cited
  • 2020Forecasting Fluctuations in the Financial Index Using a Recurrent Neural Network Based on Price Features42 cited

Cited by

No citing works inside the corpus for this window.

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work