Concepedia

A survey on machine learning models for financial time series forecasting

Yajiao Tang, Zhenyu Song, Yulin Zhu, Huaiyu Yuan, Maozhang Hou, Junkai Ji, Cheng Tang, Jianqiang Li

Neurocomputing · 2022 · 124 citations · 99 references

Concepts

BusinessData ScienceFinanceForecastingMachine LearningTime Series AnalysisEnsemble ForecastingFinancial ForecastingTime Series ForecastingTime Series ModelingTime Series PredictionVolatility ModelingFinancial Time Series ForecastingMachine Learning Forecasting ModelsMachine Learning-based ForecastingNeural ForecastingNeural Time Series Forecasting