Residual long short-term memory network with multi-source and multi-frequency information fusion: An application to China's stock market.
Songsong LiZhihong TianYao LiPublished in: Inf. Sci. (2023)
Keyphrases
- multi source
- information fusion
- stock market
- data fusion
- listed companies
- fusion algorithm
- short term
- stock price
- chinese stock market
- trading rules
- soft computing
- financial data
- fusion method
- fusion process
- neural network
- data sources
- stock exchange
- stock returns
- network structure
- multiple sources
- computational intelligence
- financial markets
- long term
- garch model
- artificial intelligence