Ítem
Solo Metadatos

A three-step deep neural network methodology for exchange rate forecasting

Mostrar el registro sencillo de la publicación
dc.creatorFigueroa-García J.C.spa
dc.creatorLóPez-Santana E.spa
dc.creatorFranco Franco, Carlos Albertospa
dc.date.accessioned2020-05-25T23:56:47Z
dc.date.available2020-05-25T23:56:47Z
dc.date.created2017spa
dc.description.abstractWe present a methodology for volatile time series forecasting using deep learning. We use a three-step methodology in order to remove trend and nonlinearities from data before applying two parallel deep neural networks to forecast two main features from processed data: absolute value and sign. The proposal is successfully applied to a volatile exchange rate time series problem. © Springer International Publishing AG 2017.eng
dc.format.mimetypeapplication/pdf
dc.identifier.doihttps://doi.org/10.1007/978-3-319-63309-1_70
dc.identifier.urihttps://repository.urosario.edu.co/handle/10336/22520
dc.language.isoengspa
dc.publisherSpringer Verlagspa
dc.relation.citationEndPage795
dc.relation.citationStartPage786
dc.relation.citationTitleLecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
dc.relation.citationVolumeVol. 10361 LNCS
dc.relation.ispartofLecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics), Vol.10361 LNCS,(2017); pp. 786-795spa
dc.relation.urihttps://www.scopus.com/inward/record.uri?eid=2-s2.0-85027707850&doi=10.1007%2f978-3-319-63309-1_70&partnerID=40&md5=eaecaf19adb0fe6414ef77c69e434d3aspa
dc.rights.accesRightsinfo:eu-repo/semantics/openAccess
dc.rights.accesoAbierto (Texto Completo)spa
dc.source.instnameinstname:Universidad del Rosariospa
dc.source.reponamereponame:Repositorio Institucional EdocURspa
dc.subject.keywordComputation theoryspa
dc.subject.keywordFinancespa
dc.subject.keywordForecastingspa
dc.subject.keywordIntelligent computingspa
dc.subject.keywordTime seriesspa
dc.subject.keywordAbsolute valuesspa
dc.subject.keywordExchange rate forecastingspa
dc.subject.keywordExchange ratesspa
dc.subject.keywordTime series forecastingspa
dc.subject.keywordDeep neural networksspa
dc.titleA three-step deep neural network methodology for exchange rate forecastingspa
dc.typeconferenceObjecteng
dc.type.hasVersioninfo:eu-repo/semantics/publishedVersion
dc.type.spaDocumento de conferenciaspa
Archivos
Colecciones
Artículos