GLAD: Global–Local Approach; Disentanglement Learning for Financial Market Prediction
Accurate prediction of financial market trends can have a great impact on maximizing profits and avoiding risks. Conventional methods, e.g., regression or SVR, or end-to-end training approaches, coined as deep learning algorithms, have restraints as a consequence of capturing noisy and unnecessary d...
Saved in:
| Main Authors: | Humam M. Abdulsahib, Foad Ghaderi |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Wiley
2023-01-01
|
| Series: | IET Signal Processing |
| Online Access: | http://dx.doi.org/10.1049/2023/6623718 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
-
ViGLAD: Vision Graph Neural Networks for Logical Anomaly Detection
by: Firas Zoghlami, et al.
Published: (2024-01-01) -
TikTok as a Marketing Medium: The Influence of User Generated Content (UGC) and Viral Marketing on Online Purchase Decisions on Glad2Glow Skincare Products
by: Hikmah Akbar Robiul Ramadhan, et al.
Published: (2025-06-01) -
The double call for joy, "Rejoice and be glad" (Matt. 5:12), as conclusion of the Matthean macarisms
by: F. P. Viljoen
Published: (2008-06-01) -
Megapolises as System Subjects of Globalization and Localization in the Financial Markets
by: S. A. Roshchektaev
Published: (2011-12-01) -
Financial Development and Economic Growth in Sub-Saharan Africa Revisited: Disentangling the Role of Banks and Stock Markets
by: Mayoro Diop, et al.
Published: (2025-05-01)