Supervised autoencoder MLP for financial time series forecasting
Abstract This paper investigates the enhancement of financial time series forecasting with the use of neural networks through supervised autoencoders, aiming to improve investment strategy performance. It specifically examines the impact of noise augmentation and triple barrier labeling on risk-adju...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2025-08-01
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| Series: | Journal of Big Data |
| Subjects: | |
| Online Access: | https://doi.org/10.1186/s40537-025-01267-7 |
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