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Neural Networks for Financial Time Series Forecasting [PDF]
Entropy, 2022 Financial and economic time series forecasting has never been an easy task due to its sensibility to political, economic and social factors. For this reason, people who invest in financial markets and currency exchange are usually looking for robust ...
Kady Sako +2 more
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Decomposition-Enhanced Network for financial time series forecasting [PDF]
Scientific ReportsThe extreme non-stationarity, high noise levels, and multi-timescale coupling in financial futures markets pose major challenges for time series forecasting.
Jinyuan Huang +4 more
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Instability of Financial Time Series Revealed by Irreversibility Analysis [PDF]
EntropySince the 2008 global economic crisis, the detection of financial instabilities has garnered extensive research attention, particularly through the application of time-series analysis.
Youping Fan +3 more
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Financial time series prediction using spiking neural networks. [PDF]
PLoS ONE, 2014 In this paper a novel application of a particular type of spiking neural network, a Polychronous Spiking Network, was used for financial time series prediction.
David Reid +2 more
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Financial time series forecasting using twin support vector regression. [PDF]
PLoS ONE, 2019 Financial time series forecasting is a crucial measure for improving and making more robust financial decisions throughout the world. Noisy data and non-stationarity information are the two key factors in financial time series prediction.
Deepak Gupta +4 more
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Challenges of integrated variance estimation in emerging stock markets [PDF]
Zbornik radova Ekonomskog fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu, 2019 Estimating integrated variance, using high frequency data, requires modelling experience and data crunching skills. Although intraday returns have attracted much attention in recent years, handling these data is challenging because of their ...
Josip Arnerić, Mario Matković
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Investor sentiment and foreign financial flows: Evidence from South Africa [PDF]
Zbornik radova Ekonomskog fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu, 2019 Foreign financial flows to emerging markets have increasingly become important following the opening of financial markets globally. These financial flows are a function of a country’s fundamentals related to future productivity.
Hilary Tinotenda Muguto +2 more
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Optimal Trend Labeling in Financial Time Series
IEEE Access, 2023 Predicting asset price trends is often posed as a classification problem, where trends are classified as positive or negative. Since asset price series are noisy and volatile, it is difficult to distinguish true trends from short-term fluctuations.
Tomislav Kovacevic +3 more
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Modeling financial interval time series. [PDF]
PLoS ONE, 2019 In financial economics, a large number of models are developed based on the daily closing price. When using only the daily closing price to model the time series, we may discard valuable intra-daily information, such as maximum and minimum prices.
Liang-Ching Lin, Li-Hsien Sun
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Synchronous components of financial time series [PDF]
Компьютерные исследования и моделирование, 2017 The article proposes a method of joint analysis of multidimensional financial time series based on the evaluation of the set of properties of stock quotes in a sliding time window and the subsequent averaging of property values for all analyzed companies.
Alexey Alexandrovich Lyubushin +1 more
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