Liquidity prediction on Vietnamese stock market using deep learning.
Pham Quoc KhangMarcin HernesKatarzyna KuziakArtur RotWieslawa GryncewiczPublished in: KES (2020)
Keyphrases
- stock market
- deep learning
- financial time series
- financial markets
- portfolio optimization
- short term
- stock price
- unsupervised learning
- stock index futures
- trading rules
- stock exchange
- financial data
- unsupervised feature learning
- machine learning
- mental models
- stock trading
- stock returns
- financial news
- long term
- portfolio selection
- prediction model
- neural network
- named entity recognition
- k means
- feature extraction