Forecasting Financial Time Series through Causal and Dilated Convolutional Neural Networks
In this paper, predictions of future price movements of a major American stock index were made by analyzing past movements of the same and other correlated indices. A model that has shown very good results in audio and speech generation was modified to suit the analysis of financial data and was the...
| Published in: | Entropy |
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| Main Authors: | , |
| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2020-09-01
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| Subjects: | |
| Online Access: | https://www.mdpi.com/1099-4300/22/10/1094 |