Financial Time Series Forecasting with Deep Learning : A Systematic Literature Review: 2005-2019
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 broad implementation areas and substantial impact. Machine Learning (ML) researchers came up with various models and a vast number of studies have been published accordingly. As such, a significant amount of surveys exist covering ML for financial time series forecasting studies. Lately, Deep Learning (DL) models started appearing within the field, with results that significantly outperform traditional ML counterparts. Even though there is a growing interest in developing models for financial time series forecasting research, there is a lack of review papers that were solely focused on DL for finance. Hence, our motivation in this paper is to provide a comprehensive literature review on DL studies for financial time series forecasting implementations. We not only categorized the studies according to their intended forecasting implementation areas, such as index, forex, commodity forecasting, but also grouped them based on their DL model choices, such as Convolutional Neural Networks (CNNs), Deep Belief Networks (DBNs), Long-Short Term Memory (LSTM). We also tried to envision the future for the field by highlighting the possible setbacks and opportunities, so the interested researchers can benefit.
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Omer Berat Sezer (add twitter)
Mehmet Ugur Gudelek (add twitter)
Ahmet Murat Ozbayoglu (add twitter)
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arxiv_pop: 2019/11/29 投稿 1位 LG(Machine Learning) Financial Time Series Forecasting with Deep Learning : A Systematic Literature Review: 2005-2019 https://t.co/869lrvKSXF 8 Tweets 36 Retweets 115 Favorites
ml_review: Financial Time Series Forecasting with Deep Learning : A Systematic Literature Review: 2005-2019 [68pp] https://t.co/QKrAQJolhE https://t.co/moPbkqfqzq
A_Leofiro: RT @StatsPapers: Financial Time Series Forecasting with Deep Learning : A Systematic Literature Review: 2005-2019. https://t.co/RCMRdRLhwC
muktabh: RT @StatsPapers: Financial Time Series Forecasting with Deep Learning : A Systematic Literature Review: 2005-2019. https://t.co/RCMRdRLhwC
Wind_Xiaoli: RT @StatsPapers: Financial Time Series Forecasting with Deep Learning : A Systematic Literature Review: 2005-2019. https://t.co/RCMRdRLhwC
MonsieurChamois: RT @kairosdojo: Ceci n'est pas une pipe: https://t.co/drab3Ipyxz #fintech #algotrading #MachineLearning #DeepLearning
machine_ml: RT @kairosdojo: Ceci n'est pas une pipe: https://t.co/drab3Ipyxz #fintech #algotrading #MachineLearning #DeepLearning
msarozz: RT @kairosdojo: Ceci n'est pas une pipe: https://t.co/drab3Ipyxz #fintech #algotrading #MachineLearning #DeepLearning
kairosdojo: Ceci n'est pas une pipe: https://t.co/drab3Ipyxz #fintech #algotrading #MachineLearning #DeepLearning
StatsPapers: Financial Time Series Forecasting with Deep Learning : A Systematic Literature Review: 2005-2019. https://t.co/RCMRdRLhwC
arxivml: "Financial Time Series Forecasting with Deep Learning : A Systematic Literature Review: 2005-2019", Omer Berat Seze… https://t.co/Iw8lF5F79V
arxiv_cs_LG: Financial Time Series Forecasting with Deep Learning : A Systematic Literature Review: 2005-2019. Omer Berat Sezer, Mehmet Ugur Gudelek, and Ahmet Murat Ozbayoglu https://t.co/O5q0FC5vgz
Underfox3: In this paper is provided a very comprehensive literature review on #DeepLearning studies for financial timeseries forecasting implementations. https://t.co/tsKy3NNbv4 https://t.co/IrHRXWRYNJ
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