Non‐stationary financial time series forecasting based on meta‐learning
Abstract In this letter, the authors address the challenge in forecasting non‐stationary financial time series by proposing a meta‐learning based forecasting model equipped with a convolution neural network (CNN) predictor and a long short‐term memory (LSTM) meta‐learner. The model is applied to a s...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2023-01-01
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| Series: | Electronics Letters |
| Subjects: | |
| Online Access: | https://doi.org/10.1049/ell2.12681 |