Forecasting Financial Time Series through Causal and Dilated Convolutional Neural Networks
In this paper, predictions of future price movements of a major American stock index was made by analysing past movements of the same and other correlated indices. A model that has shown very good results in speech recognition was modified to suit the analysis of financial data and was then compared...
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| Format: | Others |
| Language: | English |
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Linköpings universitet, Institutionen för datavetenskap
2020
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-167331 |