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researcher

M. U. Gudelek

2 papers here

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • middle author2

Across the 2 of 2 papers where every author was matched, so the position is known.

fields
  • cs.LG1
  • q-fin.ST1

identity via Semantic Scholar / OpenAlex

most citedFinancial Time Series Forecasting with Deep Learning : A Systematic Literature Review: 2005-2019

2 citations · 2 across the 1 of their papers we have counts for

collaborators

2 papers

q-fin.ST2020

Deep Learning for Financial Applications : A Survey

Ahmet Murat Ozbayoglu, Mehmet Ugur Gudelek, Omer Berat Sezer

Computational intelligence in finance has been a very popular topic for both academia and financial industry in the last few decades. Numerous studies have been published resulting…

cs.LG2019★ 2 cited

Financial Time Series Forecasting with Deep Learning : A Systematic Literature Review: 2005-2019

Omer Berat Sezer, Mehmet Ugur Gudelek, Ahmet Murat Ozbayoglu

Financial time series forecasting is, without a doubt, the top choice of computational intelligence for finance researchers from both academia and financial industry due to its bro…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.