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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...
| Autores principales: | , , , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer US
2022
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| Materias: | |
| 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 |