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北京大学 [12]

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期刊论文 [5]

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限定条件	专题：北京大学第一署名单位第一作者单位通讯作者单位

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	A deep learning framework for financial time series using stacked autoencoders and long-short term memory 期刊论文 PLOS ONE, 2017 Bao, Wei; Yue, Jun; Rao, Yulei 收藏 \| 浏览/下载：7/0 \| 提交时间：2017/12/03 ARTIFICIAL NEURAL-NETWORKS STOCK-MARKET COMPONENT ANALYSIS CLASSIFICATION MODEL INDEX REPRESENTATION RECOGNITION PREDICTION REGRESSION
	A hybrid stock selection model based on forecasting, classification and feature selection 期刊论文 International Journal of u- and e- Service, Science and Technology, 2016 Zhang, Shiliang; Chang, Tingcheng 收藏 \| 浏览/下载：5/0 \| 提交时间：2017/12/04
	Recentness biased learning for time series forecasting 期刊论文 information sciences, 2013 Gu, Suicheng; Tan, Ying; He, Xingui 收藏 \| 浏览/下载：4/0 \| 提交时间：2015/11/10 Time series forecasting Recentness biased learning Concept drifting Autoregressive process Feed-forward neural networks Drift factor Forgetting factor ARTIFICIAL NEURAL-NETWORKS DIMENSION-REDUCTION PERFORMANCE
	Recentness biased learning for time series forecasting 其他 2013-01-01 Gu, Suicheng; Tan, Ying; He, Xingui 收藏 \| 浏览/下载：2/0 \| 提交时间：2017/12/03
	Network Environment and Financial Risk Using Machine Learning and Sentiment Analysis 期刊论文 human and ecological risk assessment, 2009 Li, Nan; Liang, Xun; Li, Xinli; Wang, Chao; Wu, Desheng Dash 收藏 \| 浏览/下载：2/0 \| 提交时间：2015/11/10 risk natural language processing sentiment analysis stock market machine learning
	Associating Financial Trading Volume Volatility and Information Volume based on Neural Network and Support Vector Machine 其他 2008-01-01 Li, Nan; Liang, Xun; Wang, Chao 收藏 \| 浏览/下载：5/0 \| 提交时间：2015/11/13 Financial information GARCH neural network support vector machine time series trading volume volatility
	Financial volatility forecasting based on inter-company connections and support vector machine 其他 2007-01-01 Li, Nan; Wang, Chao; Liang, Xun 收藏 \| 浏览/下载：3/0 \| 提交时间：2015/11/16 company relationships financial information GARCH support vector machine correlation volatility time series
	Automatically recognizing stock patterns using RPCL neural networks - art. no. 1189 其他 2007-01-01 Guo, Xinyu; Liang, Xun; Li, Nan 收藏 \| 浏览/下载：2/0 \| 提交时间：2015/11/13 competitive learning feed-forward neural network pattern analysis self-organizing map time series analysis IMPLEMENTATION
	A stock pattern recognition algorithm based on neural networks 其他 2007-01-01 Guo, Xinyu; Liang, Xun; Li, Xiang 收藏 \| 浏览/下载：3/0 \| 提交时间：2015/11/13 IMPLEMENTATION
	Mining associations between trading volume volatilities and financial information volumes based on GARCH model and neural networks 其他 2007-01-01 Li, Nan; Yang, Jian; Liang, Xun 收藏 \| 浏览/下载：2/0 \| 提交时间：2015/11/13 internet financial information financial volatility GARCH model neural network financial forecasting time series MULTILAYER FEEDFORWARD NETWORKS OPTIONS

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