Deep learning models for price forecasting of financial time series: A review of recent advancements: 2020–2022

C Zhang, NNA Sjarif, R Ibrahim - … Reviews: Data Mining and …, 2024‏ - Wiley Online Library
Accurately predicting the prices of financial time series is essential and challenging for the
financial sector. Owing to recent advancements in deep learning techniques, deep learning …

A novel validation framework to enhance deep learning models in time-series forecasting

IE Livieris, S Stavroyiannis, E Pintelas… - Neural Computing and …, 2020‏ - Springer
Time-series analysis and forecasting is generally considered as one of the most challenging
problems in data mining. During the last decade, powerful deep learning methodologies …

A convolutional autoencoder topology for classification in high-dimensional noisy image datasets

E Pintelas, IE Livieris, PE Pintelas - Sensors, 2021‏ - mdpi.com
Deep convolutional neural networks have shown remarkable performance in the image
classification domain. However, Deep Learning models are vulnerable to noise and …

A novel forecasting strategy for improving the performance of deep learning models

IE Livieris - Expert Systems with Applications, 2023‏ - Elsevier
In this research, a new strategy is introduced for the development of robust, efficient and
reliable deep learning time-series models, which is based on a sophisticated algorithmic …

A novel model for spot price forecast of natural gas based on temporal convolutional network

Y Pei, CJ Huang, Y Shen, M Wang - Energies, 2023‏ - mdpi.com
Natural gas is often said to be the most environmentally friendly fossil fuel. Its usage has
increased significantly in recent years. Meanwhile, accurate forecasting of natural gas spot …

A novel multi-step forecasting strategy for enhancing deep learning models' performance

IE Livieris, P Pintelas - Neural Computing and Applications, 2022‏ - Springer
Multi-step forecasting is considered as an open challenge in time-series analysis. Although
several approaches were proposed to address this complex prediction problem, none of …

Smoothing and stationarity enforcement framework for deep learning time-series forecasting

IE Livieris, S Stavroyiannis, L Iliadis… - Neural Computing and …, 2021‏ - Springer
Time-series analysis and forecasting problems are generally considered as some of the
most challenging and complicated problems in data mining. In this work, we propose a new …

Enhancing trading decision in financial markets: an algorithmic trading framework with continual mean-variance optimization, window presetting, and controlled early …

C Tudor, R Sova - IEEE Access, 2024‏ - ieeexplore.ieee.org
This study introduces a trading decision support system (DSS) enhanced by an optimized
mean-variance model for algorithmic trading (AT), crucial in modern financial markets for its …

TBDQN: A novel two-branch deep Q-network for crude oil and natural gas futures trading

Z Huang, W Gong, J Duan - Applied Energy, 2023‏ - Elsevier
Algorithmic trading plays a significant role in the trade of crude oil and natural gas futures. In
this paper we propose a novel deep reinforcement learning (DRL) algorithm, dubbed two …

XSC—an eXplainable image segmentation and classification framework: a case study on skin cancer

E Pintelas, IE Livieris - Electronics, 2023‏ - mdpi.com
Within the field of computer vision, image segmentation and classification serve as crucial
tasks, involving the automatic categorization of images into predefined groups or classes …