Predicting extreme events in the stock market using generative adversarial networks

Predicting extreme events in the stock market using generative adversarial networks

Accurately predicting extreme stock market fluctuations at the right time will allow traders and investors to make better-informed investment decisions and practice more efficient financial risk management. However, extreme stock market events are particularly hard to model because of their scarce a...

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Bibliographic Details
Main Authors: Badre Labiad, Abdelaziz Berrado, Loubna Benabbou
Format: Article
Language:English
Published: Universitas Ahmad Dahlan 2023-07-01
Series:IJAIN (International Journal of Advances in Intelligent Informatics)
Subjects:
extreme events prediction
time series generation
stock markets simulation
generative adversarial networks
long short-term memory
Online Access:https://ijain.org/index.php/IJAIN/article/view/898

Internet

https://ijain.org/index.php/IJAIN/article/view/898

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