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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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
IEEE
2025-01-01
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| Series: | IEEE Access |
| Subjects: | |
| Online Access: | https://ieeexplore.ieee.org/document/11058928/ |
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