A Time Series Forecasting Model Based on Deep Learning Integrated Algorithm with Stacked Autoencoders and SVR for FX Prediction

By Hua Shen, Xun Liang. 2016

11 citations recorded by the source corpus.

Subfields: Electrical and Electronic Engineering, Management Science and Operations Research, Signal Processing, Time-Series & Forecasting

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Electrical and Electronic Engineering

1. A. Ozbayoglu
2. M. Ugur Gudelek
3. Omer Berat Sezer
4. Longbing Cao
5. Weiwei Jiang

In Management Science and Operations Research

1. M. Ugur Gudelek
2. Omer Berat Sezer
3. A. Ozbayoglu
4. Weiwei Jiang
5. Longbing Cao

In Signal Processing

1. A. Ozbayoglu
2. Omer Berat Sezer
3. M. Ugur Gudelek

In Time-Series & Forecasting

1. M. Ugur Gudelek
2. Omer Berat Sezer
3. A. Ozbayoglu
4. Weiwei Jiang
5. Longbing Cao

Citations in the corpus

• Financial Time Series Forecasting with Deep Learning : A Systematic Literature Review: 2005-2019 (2019, methodology): “[172] Combination of USD, GBP, EUR, JPY, AUD, CAD, CHF 2009-2016 Price data Stacked AE + SVR MAE, MSE, RMSE Matlab”