Recurrent neural networks for financial time-series modelling

Tsang, Gavin; Deng, Jingjing; Xie, Xianghua

doi:10.1109/icpr.2018.8545666

Recurrent neural networks for financial time-series modelling

Tsang, Gavin; Deng, Jingjing; Xie, Xianghua

Authors

Gavin Tsang

Dr Jingjing Deng jingjing.deng@durham.ac.uk
Assistant Professor

Xianghua Xie

Citation

Tsang, G., Deng, J., & Xie, X. (2018, December). Recurrent neural networks for financial time-series modelling. Presented at 2018 24th International Conference on Pattern Recognition (ICPR) IEEE

Presentation Conference Type	Conference Paper (published)
Conference Name	2018 24th International Conference on Pattern Recognition (ICPR) IEEE
Publication Date	2018
Deposit Date	Nov 3, 2022
Pages	892-897
DOI	https://doi.org/10.1109/icpr.2018.8545666
Public URL	https://durham-repository.worktribe.com/output/1134539

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