Efficient financial time series prediction with evolutionary virtual data position exploration
Sign Up to like & getrecommendations! 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
Sign Up to like & getrecommendations! 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
Sign Up to like & getrecommendations! 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
Hierarchical Axiomatic Fuzzy Set Granulation for Financial Time Series Clustering
Sign Up to like & getrecommendations! 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
Sign Up to like & getrecommendations! 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
Multiscale multifractal multiproperty analysis of financial time series based on Rényi entropy
Sign Up to like & getrecommendations! 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
The volatility in financial time series based on granule complex network
Sign Up to like & getrecommendations! 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
Anomaly Detection in Financial Time Series by Principal Component Analysis and Neural Networks
Sign Up to like & getrecommendations! Published in 2022 at "Algorithms"
DOI: 10.3390/a15100385
Abstract: A major concern when dealing with financial time series involving a wide variety of market risk factors is the presence of anomalies. These induce a miscalibration of the models used to quantify and manage risk,… read more here.
Keywords: financial time; time; anomaly detection; time series ... See more keywords
Influence of Transfer Entropy in the Short-Term Prediction of Financial Time Series Using an ∊-Machine
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DOI: 10.3390/e24081049
Abstract: Predicting the values of a financial time series is mainly a function of its price history, which depends on several factors, internal and external. With this history, it is possible to build an ∊-machine for… read more here.
Keywords: transfer entropy; transfer; time series; series ... See more keywords
Entropy of Financial Time Series Due to the Shock of War
Sign Up to like & getrecommendations! Published in 2023 at "Entropy"
DOI: 10.3390/e25050823
Abstract: The concept of entropy is not uniquely relevant to the statistical mechanics but, among others, it can play pivotal role in the analysis of a time series, particularly the stock market data. In this area,… read more here.
Keywords: time; time series; financial time; entropy ... See more keywords
Financial Market Correlation Analysis and Stock Selection Application Based on TCN-Deep Clustering
Sign Up to like & getrecommendations! Published in 2022 at "Future Internet"
DOI: 10.3390/fi14110331
Abstract: It is meaningful to analyze the market correlations for stock selection in the field of financial investment. Since it is difficult for existing deep clustering methods to mine the complex and nonlinear features contained in… read more here.
Keywords: stock selection; deep clustering; time series; financial time ... See more keywords