An Efficient GAN-Based Multi-classification Approach for Financial Time Series Volatility Trend Prediction

An Efficient GAN-Based Multi-classification Approach for Financial Time Series Volatility Trend Prediction

Abstract Deep learning has achieved tremendous success in various applications owing to its robust feature representations of complex high-dimensional nonlinear data. Financial time-series prediction is no exception. Hence, the volatility trend prediction in financial time series (FTS) has been an a...

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Bibliographic Details
Main Authors: Lei Liu, Zheng Pei, Peng Chen, Hang Luo, Zhisheng Gao, Kang Feng, Zhihao Gan
Format: Article
Language:English
Published: Springer 2023-03-01
Series:International Journal of Computational Intelligence Systems
Subjects:
Financial time series
Generative adversarial nets
Convolutional LSTM
Classification
Online Access:https://doi.org/10.1007/s44196-023-00212-x

Internet

https://doi.org/10.1007/s44196-023-00212-x

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