Price graphs: Utilizing the structural information of financial time series for stock prediction.
Junran WuKe XuXueyuan ChenShangzhe LiJichang ZhaoPublished in: CoRR (2021)
Keyphrases
- financial time series
- structural information
- stock market
- stock price
- topological information
- financial time series forecasting
- stock exchange
- financial data
- turning points
- stock data
- short term
- non stationary
- structural similarity
- stock returns
- exchange rate
- multivariate time series
- databases
- semantic information
- news articles
- domain knowledge
- search engine