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Mendes, DA.; Ferreira, N.; Mendes, V. (2023). Data frequency and forecast performance for stock markets: A deep learning approach for DAX index. Editorial Universitat Politècnica de València. 39-40. http://hdl.handle.net/10251/201760
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Título: | Data frequency and forecast performance for stock markets: A deep learning approach for DAX index | |
Autor: | Mendes, Diana A. | |
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[EN] Due to non-stationary, high volatility, and complex nonlinear patterns of stock market fluctuation, it is demanding to predict the stock price accurately. Nowadays, hybrid and ensemble models based on machine learning ...[+]
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Derechos de uso: | Reconocimiento - No comercial - Compartir igual (by-nc-sa) | |
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Versión del editor: | http://ocs.editorial.upv.es/index.php/CARMA/CARMA2023/paper/view/16477 | |
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