Pattern-Based Feature Extraction for Improved Deep Learning in Financial Time Series Classification

Pattern-Based Feature Extraction for Improved Deep Learning in Financial Time Series Classification

In this paper, the authors introduce a novel feature extraction method based on pattern detection in financial data to enhance the performance of deep learning models for financial time series classification. Existing financial forecasting models often struggle with the inherent volatility and compl...

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Bibliographic Details
Main Authors: Seyed Ali Hosseini, Francesco Grimaccia, Alessandro Niccolai, Silvia Trimarchi
Format: Article
Language:English
Published: IEEE 2025-01-01
Series:IEEE Access
Subjects:
Energy market
financial pattern extraction
financial feature extraction
deep learning
financial data classification
Online Access:https://ieeexplore.ieee.org/document/11058928/
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https://ieeexplore.ieee.org/document/11058928/

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