Abstract
Conventional methods for predicting the behavior of financial papers are based on specialist’s analysis and decision-making, and automatic methods are unavailable for most situations.
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CITATION STYLE
APA
da Silva, I. N., Hernane Spatti, D., Andrade Flauzino, R., Liboni, L. H. B., & dos Reis Alves, S. F. (2017). Forecast of Stock Market Trends Using Recurrent Networks. In Artificial Neural Networks (pp. 221–227). Springer International Publishing. https://doi.org/10.1007/978-3-319-43162-8_13
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