Exploring the attention mechanism in LSTM-based Hong Kong stock price movement prediction
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Publication:5234375
DOI10.1080/14697688.2019.1622287zbMATH Open1420.91543OpenAlexW4376849507WikidataQ127540893 ScholiaQ127540893MaRDI QIDQ5234375FDOQ5234375
Publication date: 26 September 2019
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697688.2019.1622287
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Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial science and mathematical finance (91G99)
Cites Work
Cited In (5)
- Dynamic CVaR portfolio construction with attention-powered generative factor learning
- Forecasting financial time series with Boltzmann entropy through neural networks
- Stock market prediction based on adaptive training algorithm in machine learning
- Stock price prediction using multi-scale nonlinear ensemble of deep learning and evolutionary weighted support vector regression
- A hybrid model combining variational mode decomposition and an attention-GRU network for stock price index forecasting
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