A Secure Cloud-Based Financial Time Series Analysis System Using Advanced Auto-Regressive and Discriminant Models: Deep AR, NTMs, and QDA

Authors

  • Rajani Priya Nippatla Kellton Technologies Inc, Texas, USA Author
  • Harleen KAUR Full Professor, Fr Research Fellow United Nations (Tokyo), TWAS Visiting Professor, Fellow (IETE) Author

Keywords:

Financial analysis, DeepAR, Neural Turing Machines, QDA, Cloud-based systems

Abstract

Analyzing financial time series is essential for forecasting trends, detecting anomalies, and
facilitating informed choices in fluctuating markets. This document presents a secure cloud-based framework that
integrates DeepAR for time series forecasting, Neural Turing Machines (NTMs) for memory-based relationships, and
Quadratic Discriminant Analysis (QDA) for strong classification. Utilizing cloud infrastructure, the system tackles
issues like high dimensionality, noise, and non-linearity in financial data, delivering precise, scalable, and secure
real-time analytics.

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Published

2022-11-07

Issue

Vol. 12 No. 4 (2022): October-December

Section

Articles

How to Cite

A Secure Cloud-Based Financial Time Series Analysis System Using Advanced Auto-Regressive and Discriminant Models: Deep AR, NTMs, and QDA. (2022). INTERNATIONAL JOURNAL OF MANAGEMENT RESEARCH AND REVIEW, 12(4), 1-15. https://ijmrr.com/index.php/ijmrr/article/view/432