Financial High-Frequency Time Series Forecasting Based on Sub-Step Grid Search Long Short-Term Memory Network
Frequent trend change is an important feature of financial high-frequency data. In order to model the trend of financial high-frequency data, neural networks have been widely used. However, most research only considers the network performance under a single trend, hence the research results are not...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
IEEE
2020-01-01
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| Series: | IEEE Access |
| Subjects: | |
| Online Access: | https://ieeexplore.ieee.org/document/9253637/ |