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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...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
MDPI
2020
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7597190/ https://www.ncbi.nlm.nih.gov/pubmed/33286866 http://dx.doi.org/10.3390/e22101094 |