Identifying Financial Market Trend Reversal Behavior With Structures of Price Activities Based on Deep Learning Methods
| dc.contributor.author | Ju, Chern-Bin | |
| dc.contributor.author | Chen, An-Pin | |
| dc.date.accessioned | 2024-08-21T07:50:05Z | |
| dc.date.available | 2024-08-21T07:50:05Z | |
| dc.date.issued | 2022 | |
| dc.description.tableofcontents | IEEE Access, Vol.10, 2022; P. 12853-12865 | vi |
| dc.identifier.uri | https://thuvienso.hoasen.edu.vn/handle/123456789/15642 | |
| dc.language.iso | en | vi |
| dc.publisher | IEEE Access | vi |
| dc.subject | Convolutional neural network | vi |
| dc.subject | Financial time series forecasting | vi |
| dc.subject | Market profile | vi |
| dc.subject | Algorithmic trading | vi |
| dc.title | Identifying Financial Market Trend Reversal Behavior With Structures of Price Activities Based on Deep Learning Methods | vi |
| dc.type | Article | vi |
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