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Forecasting Market Indices Using Stacked Autoencoders & LSTM

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jonathankinlay.com
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https://jonathankinlay.com/2022/08/forecasting-market-indices-using-stacked-autoencoders-lstm/
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Author
QUANTITATIVE RESEARCH AND TRADING
Date
2022/08/22
Property
Integromat
Description
Quality Research vs. Poor Research The stem paper for this post is: Bao W, Yue J, Rao Y (2017) A deep learning framework for financial time series usingstacked autoencoders and long-short term memory. ...
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