A Financial Data Analysis Method Based on Time-Series Generative Adversarial Network and Decomposition Learning
Stock price series are highly volatile and non-stationary, making it difficult to predict future movements. Deep learning technology has provided new ways to predict stock prices. In existing works, deep learning combined with stock price series decomposition is a common architecture. Inspired by th...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
IEEE
2025-01-01
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| Series: | IEEE Access |
| Subjects: | |
| Online Access: | https://ieeexplore.ieee.org/document/11071712/ |
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