Search Results for author: Ruchen Shi

Found 1 papers, 0 papers with code

Prediction of financial time series using LSTM and data denoising methods

no code implementations5 Mar 2021 Qi Tang, Tongmei Fan, Ruchen Shi, Jingyan Huang, Yidan Ma

As WT and SSA can extract useful information from the original sequence and avoid overfitting, the hybrid model can better grasp the sequence pattern of the closing price of the DJIA.

Denoising Time Series +1

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