Optimal Trend Labeling in Financial Time Series
Predicting asset price trends is often posed as a classification problem, where trends are classified as positive or negative. Since asset price series are noisy and volatile, it is difficult to distinguish true trends from short-term fluctuations. To this end, several trend definitions have been pr...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
IEEE
2023-01-01
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| Series: | IEEE Access |
| Subjects: | |
| Online Access: | https://ieeexplore.ieee.org/document/10210534/ |