A News-Driven Recurrent Neural Network for Market Volatility Prediction.
Peikang LinXianjie MoGuidong LinLiwen LingTingting WeiWei LuoPublished in: ACPR (2017)
Keyphrases
- recurrent neural networks
- stock price
- stock market
- financial time series
- chinese stock market
- chaotic time series
- news articles
- feed forward
- financial markets
- stock returns
- prediction accuracy
- neural network
- complex valued
- recurrent networks
- financial crisis
- reservoir computing
- echo state networks
- financial data
- feedforward neural networks
- turning points
- hidden layer
- decision making
- long short term memory
- real time
- stock exchange
- prediction model
- artificial neural networks
- neural model
- neural network structure
- non stationary
- nonlinear dynamic systems
- garch model
- keywords
- grey model