Prediction research of financial time series based on deep learning

CNNpred: CNN-based stock market prediction using a diverse set of variables

(2019) Ehsan Hoseinzade et al.   EXPERT SYSTEMS WITH APPLICATIONS

Stock price forecasting model based on modified convolution neural network and financial time series analysis

(2019) Jiasheng Cao et al.   INTERNATIONAL JOURNAL OF COMMUNICATION SYSTEMS

Time averaging, ageing and delay analysis of financial time series

(2017) Andrey G Cherstvy et al.   NEW JOURNAL OF PHYSICS

Multidimensionalk-nearest neighbor model based on EEMD for financial time series forecasting

(2017) Ningning Zhang et al.   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

Financial time series prediction using hybrids of chaos theory, multi-layer perceptron and multi-objective evolutionary algorithms

(2017) Vadlamani Ravi et al.   Swarm and Evolutionary Computation

Effect of segmentation on financial time series pattern matching

(2016) Yuqing Wan et al.   APPLIED SOFT COMPUTING

Financial time series pattern matching with extended UCR Suite and Support Vector Machine

(2016) Xueyuan Gong et al.   EXPERT SYSTEMS WITH APPLICATIONS

Adapting extreme value statistics to financial time series: dealing with bias and serial dependence

(2016) Laurens de Haan et al.   FINANCE AND STOCHASTICS

Spillover dynamics for systemic risk measurement using spatial financial time series models

(2016) Francisco Blasques et al.   JOURNAL OF ECONOMETRICS

Multifractal detrended fluctuation analysis: Practical applications to financial time series

(2016) James R. Thompson et al.   MATHEMATICS AND COMPUTERS IN SIMULATION

Transition from lognormal to χ 2 -superstatistics for financial time series

(2016) Dan Xu et al.   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

Irreversibility of financial time series: A graph-theoretical approach

(2016) Ryan Flanagan et al.   PHYSICS LETTERS A

Multifractal regime detecting method for financial time series

(2015) Hojin Lee et al.   CHAOS SOLITONS & FRACTALS

Quantifying complexity of financial short-term time series by composite multiscale entropy measure

(2015) Hongli Niu et al.   Communications in Nonlinear Science and Numerical Simulation

An adaptive local linear optimized radial basis functional neural network model for financial time series prediction

(2015) A. Patra et al.   NEURAL COMPUTING & APPLICATIONS

Multiscale multifractal diffusion entropy analysis of financial time series

(2015) Jingjing Huang et al.   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

Extreme-quantile tracking for financial time series

(2014) V. Chavez-Demoulin et al.   JOURNAL OF ECONOMETRICS

Classifying of financial time series based on multiscale entropy and multiscale time irreversibility

(2014) Jianan Xia et al.   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

Multiscale multifractal detrended cross-correlation analysis of financial time series

(2014) Wenbin Shi et al.   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

Characteristics of the transmission of autoregressive sub-patterns in financial time series

(2014) Xiangyun Gao et al.   Scientific Reports

A self adaptive differential harmony search based optimized extreme learning machine for financial time series prediction

(2014) Rajashree Dash et al.   Swarm and Evolutionary Computation

A combination of artificial neural network and random walk models for financial time series forecasting

(2013) Ratnadip Adhikari et al.   NEURAL COMPUTING & APPLICATIONS