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Separating the predictable part of returns with CNN-GRU-attention from inputs to predict stock returns.

Jiahao YangMing ZhangRan FangWenkai ZhangJun Zhou
Published in: Appl. Soft Comput. (2024)
Keyphrases
  • stock returns
  • stock market
  • cross sectional
  • cellular neural networks
  • developed countries
  • financial time series
  • chinese stock market
  • stock price
  • panel data
  • data mining
  • long term
  • stock data