SPPMFN: Efficient Multimodal Financial Time-Series Prediction Network With Self-Supervised Learning
Financial time series exhibit high volatility and non-linearity, making analysis particularly challenging. Traditional statistical methods like ARIMA and GARCH struggle with non-linear data. At the same time, despite capturing complex price dynamics, machine learning and deep learning approaches oft...
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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/11104243/ |
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