A deep learning framework for financial time series using stacked autoencoders and long-short term memory
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Title
A deep learning framework for financial time series using stacked autoencoders and long-short term memory
Authors
Keywords
Finance, Neural networks, Memory, Forecasting, Stock markets, Wavelet transforms, Learning, Financial markets
Journal
PLoS One
Volume 12, Issue 7, Pages e0180944
Publisher
Public Library of Science (PLoS)
Online
2017-07-15
DOI
10.1371/journal.pone.0180944
References
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