A deep learning framework for financial time series using stacked autoencoders and long-short term memory

标题
A deep learning framework for financial time series using stacked autoencoders and long-short term memory
作者
关键词
Finance, Neural networks, Memory, Forecasting, Stock markets, Wavelet transforms, Learning, Financial markets
出版物
PLoS One
Volume 12, Issue 7, Pages e0180944
出版商
Public Library of Science (PLoS)
发表日期
2017-07-15
DOI
10.1371/journal.pone.0180944

向作者/读者发起求助以获取更多资源

Reprint

联系作者

Discover Peeref hubs

Discuss science. Find collaborators. Network.

Join a conversation

Become a Peeref-certified reviewer

The Peeref Institute provides free reviewer training that teaches the core competencies of the academic peer review process.

Get Started