⚡ electrical engineering
Deep Learning Based on Generative Adversarial and Convolutional Neural Networks for Financial Time Series Predictions
This paper proposes a novel hybrid deep learning framework combining a bidirectional LSTM and CNN within a Generative Adversarial Network to generate synthetic financial data and predict stock market trends, demonstrating superior performance over existing models across multiple global markets.
Original paper licensed under CC BY 4.0 (http://creativecommons.org/licenses/by/4.0/). This is an AI-generated explanation of the paper below. It is not written or endorsed by the authors. For technical accuracy, refer to the original paper. Read full disclaimer
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