ALERTA-Net: A Temporal Distance-Aware Recurrent Networks for Stock Movement and Volatility Prediction.
Shengkun WangYangxiao BaiKaiqun FuLinhan WangChang-Tien LuTaoran JiPublished in: CoRR (2023)
Keyphrases
- recurrent networks
- stock market
- stock price
- financial time series
- stock trading
- recurrent neural networks
- prediction accuracy
- chinese stock market
- temporal constraints
- temporal information
- prediction algorithm
- spatio temporal
- neural network
- prediction model
- temporal data
- spatial and temporal
- stock data
- stock market data
- prediction error
- temporal patterns
- turning points
- stock returns
- stock index futures
- temporal evolution
- temporal reasoning
- short term
- distance function
- long term
- high dimensional
- financial markets
- feed forward
- distance metric
- artificial neural networks