A Labeling Method for Financial Time Series Prediction Based on Trends

Time series prediction has been widely applied to the finance industry in applications such as stock market price and commodity price forecasting. Machine learning methods have been widely used in financial time series prediction in recent years. How to label financial time series data to determine...

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Bibliographic Details
Main Authors: Dingming Wu, Xiaolong Wang, Jingyong Su, Buzhou Tang, Shaocong Wu
Format: Article
Language:English
Published: MDPI AG 2020-10-01
Series:Entropy
Subjects:
Online Access:https://www.mdpi.com/1099-4300/22/10/1162