Developing a deep learning framework with two-stage feature selection for multivariate financial time series forecasting - researchr publication references

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Tong Niu, Jianzhou Wang, Haiyan Lu, Wendong Yang, Pei Du. Developing a deep learning framework with two-stage feature selection for multivariate financial time series forecasting. Expert Syst. Appl., 148:113237, 2020. [doi]

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