Time series prediction of stock price using deep belief networks with intrinsic plasticity
By Xiumin Li, Lin Yang, Fangzheng Xue, Hongjun Zhou. 2017
19 citations recorded by the source corpus.
Subfields: Artificial Intelligence, Management Science and Operations Research, Probabilistic & Bayesian Methods, Time-Series & Forecasting
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In Artificial Intelligence
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Citations in the corpus
- Financial Time Series Forecasting with Deep Learning : A Systematic Literature Review: 2005-2019 (2019, methodology): “[87] Stocks data from S&P500 2011-2016 OCHLV 1d 1d DBN MSE, normRMSE, MAE -”
- Applications of deep learning in stock market prediction: recent progress (2020, methodology): “…process of rescaling the input feature by the minimum and range, to make all the values lie between 0 and 1 (Wang & Wang, 2015; Gunduz et al., 2017; Li et al., 2017b; Singh & Srivastava, 2017; Althelaya et al., 2018; Althelaya et al., 2018; Baek & Kim, 2018; Chen et al., 2018a; Chung & Shin, 2018;…”