Articles with "financial time" as a keyword



Efficient financial time series prediction with evolutionary virtual data position exploration

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Published in 2017 at "Neural Computing and Applications"

DOI: 10.1007/s00521-017-3061-1

Abstract: Prediction of stock index remains a challenging task of the financial time series prediction process. Random fluctuations in the stock index make it difficult to predict. Usually the time series prediction is based on the… read more here.

Keywords: time series; exploration; financial time; time ... See more keywords

Financial time series prediction using distributed machine learning techniques

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Published in 2017 at "Neural Computing and Applications"

DOI: 10.1007/s00521-017-3283-2

Abstract: The financial time series is inherently nonlinear and hence cannot be efficiently predicted by using linear statistical methods such as regression. Hence, intelligent predictor has been developed and reported which is suitable for nonlinear time… read more here.

Keywords: series prediction; time series; financial time; time ... See more keywords

Financial time series forecasting model based on CEEMDAN and LSTM

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Published in 2019 at "Physica A: Statistical Mechanics and its Applications"

DOI: 10.1016/j.physa.2018.11.061

Abstract: Abstract In order to improve the accuracy of the stock market prices forecasting, two hybrid forecasting models are proposed in this paper which combine the two kinds of empirical mode decomposition (EMD) with the long… read more here.

Keywords: time; series forecasting; financial time; time series ... See more keywords

Generation of synthetic financial time series by diffusion models

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Published in 2024 at "Quantitative Finance"

DOI: 10.1080/14697688.2025.2528697

Abstract: Despite its practical significance, generating realistic synthetic financial time series is challenging due to statistical properties known as stylized facts, such as fat tails, volatility clustering, and seasonality patterns. Various generative models, including generative adversarial… read more here.

Keywords: synthetic financial; time; financial time; time series ... See more keywords

Pattern-Based Feature Extraction for Improved Deep Learning in Financial Time Series Classification

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Published in 2025 at "IEEE Access"

DOI: 10.1109/access.2025.3584251

Abstract: In this paper, the authors introduce a novel feature extraction method based on pattern detection in financial data to enhance the performance of deep learning models for financial time series classification. Existing financial forecasting models… read more here.

Keywords: deep learning; series classification; financial time; feature extraction ... See more keywords

Hierarchical Axiomatic Fuzzy Set Granulation for Financial Time Series Clustering

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Published in 2021 at "IEEE Transactions on Fuzzy Systems"

DOI: 10.1109/tfuzz.2020.3048514

Abstract: Financial time series are generally high-dimensional, non-stationary and exhibit heteroscedasticity. To derive a suitable way to cluster financial time series, these characteristics have to be taken into consideration. With this aim, the financial time series… read more here.

Keywords: axiomatic fuzzy; time; time series; financial time ... See more keywords

Forecasting Financial Time Series with Grammar‐Guided Feature Generation

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Published in 2017 at "Computational Intelligence"

DOI: 10.1111/coin.12083

Abstract: The application of machine learning techniques to forecast financial time series is not a recent development, yet it continues to attract considerable attention because of the difficulty of the problem that is compounded by the… read more here.

Keywords: grammar; methodology; time series; financial time ... See more keywords

Personal, financial and time burden in inherited ichthyoses: A survey of 144 patients in a university‐based setting

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Published in 2024 at "Journal of the European Academy of Dermatology and Venereology"

DOI: 10.1111/jdv.19804

Abstract: Patients with inherited ichthyosis suffer from scaling due to mutations affecting the epidermal barrier. Symptomatic treatment with ointments, bathing and mechanical scale removal can alleviate the disease, but therapy is time and cost intensive. read more here.

Keywords: time; time burden; financial time; burden inherited ... See more keywords

Financial Time Series Uncertainty: A Review of Probabilistic AI Applications

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Published in 2025 at "Journal of Economic Surveys"

DOI: 10.1111/joes.70018

Abstract: Probabilistic machine learning models offer a distinct advantage over traditional deterministic approaches by quantifying both epistemic uncertainty (stemming from limited data or model knowledge) and aleatoric uncertainty (due to inherent randomness in the data), along… read more here.

Keywords: series uncertainty; financial time; review probabilistic; uncertainty ... See more keywords

Multiscale multifractal multiproperty analysis of financial time series based on Rényi entropy

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Published in 2017 at "International Journal of Modern Physics C"

DOI: 10.1142/s0129183117500280

Abstract: This paper introduces a multiscale multifractal multiproperty analysis based on Renyi entropy (3MPAR) method to analyze short-range and long-range characteristics of financial time series, and then applies this method to the five time series of… read more here.

Keywords: time series; analysis; financial time; time ... See more keywords
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The volatility in financial time series based on granule complex network

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Published in 2021 at "International Journal of Modern Physics C"

DOI: 10.1142/s0129183121501163

Abstract: The volatility is one of the essential characteristics of financial time series, which is vital for the knowledge acquisition from financial data. However, since the high noise and nonsteady features, the volatility identification of financial… read more here.

Keywords: granule; volatility; financial time; time series ... See more keywords