A deep learning framework for financial time series using stacked autoencoders and long-short term memory

• Wei Bao,

  Affiliation Business School, Central South University, Changsha, China

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• Jun Yue ,

  * E-mail: jyue@pku.edu.cn

  Affiliation Institute of Remote Sensing and Geographic Information System, Peking University, Beijing, China

  http://orcid.org/0000-0002-6465-5052

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• Yulei Rao

  Affiliation Business School, Central South University, Changsha, China

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