Multi-channel LSTM with different time scales for foreign exchange rate prediction

Wenyu Wei, Pengfei Li. Multi-channel LSTM with different time scales for foreign exchange rate prediction. In Alexander Balinsky, Ah-Hwee Tan, Wernhuar Tarng, editors, AISS 2019: 2019 International Conference on Advanced Information Science and System, Singapore, November 15-17, 2019. ACM, 2019. [doi]

@inproceedings{WeiL19-27,
  title = {Multi-channel LSTM with different time scales for foreign exchange rate prediction},
  author = {Wenyu Wei and Pengfei Li},
  year = {2019},
  doi = {10.1145/3373477.3373693},
  url = {https://doi.org/10.1145/3373477.3373693},
  researchr = {https://researchr.org/publication/WeiL19-27},
  cites = {0},
  citedby = {0},
  booktitle = {AISS 2019: 2019 International Conference on Advanced Information Science and System, Singapore, November 15-17, 2019},
  editor = {Alexander Balinsky and Ah-Hwee Tan and Wernhuar Tarng},
  publisher = {ACM},
  isbn = {978-1-4503-7291-6},
}