2 papers
q-fin.CP2020
Predictive intraday correlations in stable and volatile market environments: Evidence from deep learning
Ben Moews, Gbenga Ibikunle
Standard methods and theories in finance can be ill-equipped to capture highly non-linear interactions in financial prediction problems based on large-scale datasets, with deep lea…
q-fin.CP2018
Lagged correlation-based deep learning for directional trend change prediction in financial time series
Ben Moews, J. Michael Herrmann, Gbenga Ibikunle
Trend change prediction in complex systems with a large number of noisy time series is a problem with many applications for real-world phenomena, with stock markets as a notoriousl…