Financial Forecasting With α-RNNs: A Time Series Modeling Approach
The era of modern financial data modeling seeks machine learning techniques which are suitable for noisy and non-stationary big data. We demonstrate how a general class of exponential smoothed recurrent neural networks (α-RNNs) are well suited to modeling dynamical systems arising in big data applic...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Frontiers Media S.A.
2021-02-01
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| Series: | Frontiers in Applied Mathematics and Statistics |
| Subjects: | |
| Online Access: | https://www.frontiersin.org/articles/10.3389/fams.2020.551138/full |