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Stock Price Forecasting by a Deep Convolutional Generative Adversarial Network
Stock market prices are known to be very volatile and noisy, and their accurate forecasting is a challenging problem. Traditionally, both linear and non-linear methods (such as ARIMA and LSTM) have been proposed and successfully applied to stock market prediction, but there is room to develop models...
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Frontiers Media S.A.
2022
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8856607/ https://www.ncbi.nlm.nih.gov/pubmed/35187477 http://dx.doi.org/10.3389/frai.2022.837596 |