Long short-term memory networks for CSI300 volatility prediction with Baidu search volume.
Yu-Long ZhouRen-Jie HanQian XuQi-Jie JiangWei-Ke ZhangPublished in: Concurr. Comput. Pract. Exp. (2019)
Keyphrases
- search algorithm
- prediction accuracy
- search efficiency
- search queries
- social networks
- search tools
- prediction model
- recurrent neural networks
- motion estimation
- search strategy
- search space
- network analysis
- control system
- expert systems
- exchange rate
- heterogeneous networks
- machine learning
- financial time series
- stock returns
- long short term memory