"Prediction of financial time series using LSTM and data denoising methods."

Qi Tang et al. (2021)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2021-03-16

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-2103-03505
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-2103-03505
Qi Tang, Tongmei Fan, Ruchen Shi, Jingyan Huang, Yidan Ma:
Prediction of financial time series using LSTM and data denoising methods. CoRR abs/2103.03505 (2021)

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