Multi-Scale RCNN Model for Financial Time-series Classification

Understand

Financial time-series classification (FTC) is extremely valuable for investment management.

• In past decades, it draws a lot of attention from a wide extent of research areas, especially Artificial Intelligence (AI).
• Existing researches majorly focused on exploring the effects of the Multi-Scale (MS) property or the Temporal Dependency (TD) within financial time-series.
• Unfortunately, most previous researches fail to combine these two properties effectively and often fall short of accuracy and profitability.