Evolving CNN-LSTM models for time series prediction using enhanced grey wolf optimizer

H Xie, L Zhang, CP Lim - IEEE access, 2020 - ieeexplore.ieee.org
In this research, we propose an enhanced Grey Wolf Optimizer (GWO) for designing the
evolving Convolutional Neural Network-Long Short-Term Memory (CNN-LSTM) networks for …

An academic review: applications of data mining techniques in finance industry

S Jadhav, H He, KW Jenkins - 2017 - dspace.lib.cranfield.ac.uk
With the development of Internet techniques, data volumes are doubling every two years,
faster than predicted by Moore's Law. Big Data Analytics becomes particularly important for …

Using causal discovery for feature selection in multivariate numerical time series

Y Sun, J Li, J Liu, C Chow, B Sun, R Wang - Machine Learning, 2015 - Springer
Time series data contains temporal ordering, which makes its feature selection different from
the normal feature selection. Feature selection in multivariate time series has two tasks …

ANN model to predict stock prices at stock exchange markets

BW Wanjawa, L Muchemi - arXiv preprint arXiv:1502.06434, 2014 - arxiv.org
Stock exchanges are considered major players in financial sectors of many countries. Most
Stockbrokers, who execute stock trade, use technical, fundamental or time series analysis in …

Financial time series prediction using spiking neural networks

D Reid, AJ Hussain, H Tawfik - PloS one, 2014 - journals.plos.org
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. It is argued that …

A hybrid model for high-frequency stock market forecasting

RA Araújo, ALI Oliveira, S Meira - Expert Systems with Applications, 2015 - Elsevier
Several models have been presented to solve the financial time series forecasting problem.
However, even with sophisticated techniques, a dilemma arises from all these models …

Feature selection for blood glucose level prediction in type 1 diabetes mellitus by using the sequential input selection algorithm (SISAL)

I Rodríguez-Rodríguez, JV Rodríguez… - Symmetry, 2019 - mdpi.com
Feature selection is a primary exercise to tackle any forecasting task. Machine learning
algorithms used to predict any variable can improve their performance by lessening their …

Financial-Economic Time Series Modeling and Prediction Techniques–Review

N Koceska, S Koceski - Journal of Applied Economics and …, 2014 - eprints.ugd.edu.mk
Financial-economic time series distinguishes from other time series because they contain a
portion of uncertainity. Because of this, statistical theory and methods play important role in …

[PDF][PDF] A deep learning approach for optimization of systematic signal detection in financial trading systems with big data

S Karaoglu, U Arpaci, S Ayvaz - International Journal of …, 2017 - researchgate.net
Expert systems for trading signal detection have received considerable attention in recent
years. In financial trading systems, investors' main concern is determining the best time to …

A Multiattention‐Based Supervised Feature Selection Method for Multivariate Time Series

L Cao, Y Chen, Z Zhang, N Gui - Computational Intelligence …, 2021 - Wiley Online Library
Feature selection is a known technique to preprocess the data before performing any data
mining task. In multivariate time series (MTS) prediction, feature selection needs to find both …