Analyzing the Influence of Market Event Correction for Forecasting Stock Prices Using Recurrent Neural Networks.
Jair O. GonzálezRafael A. BerriGiancarlo LuccaBruno Lopes DalmazoEduardo N. BorgesPublished in: IDEAL (2023)
Keyphrases
- stock price
- recurrent neural networks
- exchange rate
- financial time series
- news articles
- technical indicators
- option pricing
- stock market
- stock exchange
- neural network
- foreign exchange
- non stationary
- financial data
- chaotic time series
- dow jones
- feed forward
- stock returns
- financial markets
- short term
- recurrent networks
- stock market data
- historical data
- neural model
- stock data
- reservoir computing
- echo state networks
- portfolio optimization
- news stories
- artificial neural networks
- cascade correlation
- investment strategies
- garch model
- text documents
- long term
- tft lcd
- machine learning
- financial news
- search engine