A Deep Learning Method for the Detection and Compensation of Outlier Events in Stock Data
The stock price is a culmination of numerous factors that are not necessarily quantifiable and significantly affected by anomalies. The forecasting accuracy of stock prices is negatively affected by these anomalies. However, very few methods are available for detecting, modelling, and compensating f...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2022-10-01
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| Series: | Electronics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2079-9292/11/21/3465 |