Financial time series forecasting with deep learning : A systematic literature review: 2005–2019

• Published in: Applied soft computing Vol. 90; p. 106181
• Main Authors: Sezer, Omer Berat, Gudelek, Mehmet Ugur, Ozbayoglu, Ahmet Murat
• Format: Journal Article
• Language: English
• Published: Elsevier B.V 01.05.2020
• Subjects: CNN; Computational intelligence; Deep learning; Finance; LSTM; Machine learning; RNN; Time series forecasting; Deep learning; CNN; LSTM; RNN; Finance; Machine learning; Time series forecasting; Computational intelligence

Financial time series forecasting is undoubtedly the top choice of computational intelligence for finance researchers in both academia and the finance industry due to its broad implementation areas and substantial impact. Machine Learning (ML) researchers have created various models, and a vast numb...