Financial Time Series Prediction Using Deep Learning
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Cited by:
- Ahmet Murat Ozbayoglu & Mehmet Ugur Gudelek & Omer Berat Sezer, 2020. "Deep Learning for Financial Applications : A Survey," Papers 2002.05786, arXiv.org.
- Omer Berat Sezer & Mehmet Ugur Gudelek & Ahmet Murat Ozbayoglu, 2019. "Financial Time Series Forecasting with Deep Learning : A Systematic Literature Review: 2005-2019," Papers 1911.13288, arXiv.org.
- Frédy Pokou & Jules Sadefo Kamdem & François Benhmad, 2024.
"Hybridization of ARIMA with Learning Models for Forecasting of Stock Market Time Series,"
Computational Economics, Springer;Society for Computational Economics, vol. 63(4), pages 1349-1399, April.
- Frédy Valé Manuel Pokou & Jules Sadefo Kamdem & François Benhmad, 2023. "Hybridization of ARIMA with Learning Models for Forecasting of Stock Market Time Series," Post-Print hal-04312314, HAL.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-BIG-2017-11-26 (Big Data)
- NEP-CMP-2017-11-26 (Computational Economics)
- NEP-ETS-2017-11-26 (Econometric Time Series)
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