A Combined Model Based on Recurrent Neural Networks and Graph Convolutional Networks for Financial Time Series Forecasting
Accurate and real-time forecasting of the price of oil plays an important role in the world economy. Research interest in forecasting this type of time series has increased considerably in recent decades, since, due to the characteristics of the time series, it was a complicated task with inaccurate...
Main Authors: | Ana Lazcano, Pedro Javier Herrera, Manuel Monge |
---|---|
Format: | Article |
Language: | English |
Published: |
MDPI AG
2023-01-01
|
Series: | Mathematics |
Subjects: | |
Online Access: | https://www.mdpi.com/2227-7390/11/1/224 |
Similar Items
-
EMDFormer model for time series forecasting
by: Ana Lazcano de Rojas, et al.
Published: (2024-03-01) -
Modelling of Deep Learning-Based Downscaling for Wave Forecasting in Coastal Area
by: Didit Adytia, et al.
Published: (2023-01-01) -
A CNN–BiLSTM Architecture for Macroeconomic Time Series Forecasting
by: Alessio Staffini
Published: (2023-06-01) -
Solar Irradiation Prediction Hybrid Framework Using Regularized Convolutional BiLSTM-Based Autoencoder Approach
by: Madderla Chiranjeevi, et al.
Published: (2023-01-01) -
Comparison of the Forecast Accuracy of Total Electron Content for Bidirectional and Temporal Convolutional Neural Networks in European Region
by: Artem Kharakhashyan, et al.
Published: (2023-06-01)