A Bayesian-based classification framework for financial time series trend prediction

Financial time series have been extensively studied within the past decades; however, the advent of machine learning and deep neural networks opened new horizons to apply supercomputing techniques to extract more insights from the underlying patterns of price data. This paper presents a tri-state la...

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Detalles Bibliográficos
Autores principales: Dezhkam, Arsalan, Manzuri, Mohammad Taghi, Aghapour, Ahmad, Karimi, Afshin, Rabiee, Ali, Shalmani, Shervin Manzuri
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9521884/
https://www.ncbi.nlm.nih.gov/pubmed/36196451
http://dx.doi.org/10.1007/s11227-022-04834-4

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9521884/
https://www.ncbi.nlm.nih.gov/pubmed/36196451
http://dx.doi.org/10.1007/s11227-022-04834-4

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