High-frequency stock price prediction via deep learning
We performed a comparative analysis of deep learning methods for high-frequency stock price prediction. Instead of directly analyzing one-dimensional stock price time series data, this study employs the Gramian Angular Summation Field method (Wang and Oates, 2015) to transform high-frequency stock p...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2025-09-01
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| Series: | Machine Learning with Applications |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2666827025000994 |
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