Multivariate LSTM for Stock Market Volatility Prediction.
Osama AssafGiuseppe Di FattaGiuseppe NicosiaPublished in: LOD (2021)
Keyphrases
- stock market
- financial time series
- stock price
- stock index futures
- short term
- stock trading
- trading rules
- garch model
- financial data
- chinese stock market
- stock returns
- stock exchange
- financial news
- financial markets
- technical indicators
- listed companies
- multivariate time series
- prediction model
- recurrent neural networks
- regression model
- stock market data
- portfolio optimization
- stock data
- non stationary
- long term
- artificial neural networks