Weisi Chen1,*, Walayat Hussain2,*, Francesco Cauteruccio3, Xu Zhang1
CMES-Computer Modeling in Engineering & Sciences, Vol.139, No.1, pp. 187-224, 2024, DOI:10.32604/cmes.2023.031388
Abstract Financial time series prediction, whether for classification or regression, has been a heated research topic over the last decade. While traditional machine learning algorithms have experienced mediocre results, deep learning has largely contributed to the elevation of the prediction performance. Currently, the most up-to-date review of advanced machine learning techniques for financial time series prediction is still lacking, making it challenging for finance domain experts and relevant practitioners to determine which model potentially performs better, what techniques and components are involved, and how the model can be designed and implemented. This review article provides an overview of techniques, components and… More >
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