Financial time series forecasting with deep learning: A systematic literature review: 2005–2019

OB Sezer, MU Gudelek, AM Ozbayoglu - Applied soft computing, 2020 - Elsevier
Financial time series forecasting is undoubtedly the top choice of computational intelligence
for finance researchers in both academia and the finance industry due to its broad …

Deep learning for financial applications: A survey

AM Ozbayoglu, MU Gudelek, OB Sezer - Applied soft computing, 2020 - Elsevier
Computational intelligence in finance has been a very popular topic for both academia and
financial industry in the last few decades. Numerous studies have been published resulting …

A survey of deep learning: Platforms, applications and emerging research trends

WG Hatcher, W Yu - IEEE access, 2018 - ieeexplore.ieee.org
Deep learning has exploded in the public consciousness, primarily as predictive and
analytical products suffuse our world, in the form of numerous human-centered smart-world …

Cyber security meets artificial intelligence: a survey

J Li - Frontiers of Information Technology & Electronic …, 2018 - Springer
There is a wide range of interdisciplinary intersections between cyber security and artificial
intelligence (AI). On one hand, AI technologies, such as deep learning, can be introduced …

[HTML][HTML] Foreign exchange currency rate prediction using a GRU-LSTM hybrid network

MS Islam, E Hossain - Soft Computing Letters, 2021 - Elsevier
The foreign exchange (FOREX) market is one of the biggest financial markets in the world.
More than 5.1 trillion dollars are traded each day in the FOREX market by banks, retail …

Mixture of activation functions with extended min-max normalization for forex market prediction

L Munkhdalai, T Munkhdalai, KH Park, HG Lee… - IEEE …, 2019 - ieeexplore.ieee.org
An accurate exchange rate forecasting and its decision-making to buy or sell are critical
issues in the Forex market. Short-term currency rate forecasting is a challenging task due to …

Deep LSTM with reinforcement learning layer for financial trend prediction in FX high frequency trading systems

F Rundo - Applied Sciences, 2019 - mdpi.com
High-frequency trading is a method of intervention on the financial markets that uses
sophisticated software tools, and sometimes also hardware, with which to implement high …

Generative ai for end-to-end limit order book modelling: A token-level autoregressive generative model of message flow using a deep state space network

P Nagy, S Frey, S Sapora, K Li, A Calinescu… - Proceedings of the …, 2023 - dl.acm.org
Develo** a generative model of realistic order flow in financial markets is a challenging
open problem, with numerous applications for market participants. Addressing this, we …

Global aggregations of local explanations for black box models

I Van Der Linden, H Haned, E Kanoulas - arxiv preprint arxiv:1907.03039, 2019 - arxiv.org
The decision-making process of many state-of-the-art machine learning models is inherently
inscrutable to the extent that it is impossible for a human to interpret the model directly: they …

A survey of deep learning applications in cryptocurrency

J Zhang, K Cai, J Wen - Iscience, 2024 - cell.com
This study aims to comprehensively review a recently emerging multidisciplinary area
related to the application of deep learning methods in cryptocurrency research. We first …