CNN-GRUA-FC Stock Price Forecast Model Based on Multi-Factor Analysis.
Shuying YangHaiming GuoJunguang LiPublished in: J. Adv. Comput. Intell. Intell. Informatics (2022)
Keyphrases
- factor analysis
- stock price
- stock market
- cluster analysis
- portfolio optimization
- independent component analysis
- stock exchange
- discriminant analysis
- financial data
- stock price prediction
- financial markets
- non stationary
- short term
- historical data
- matrix factorization
- portfolio management
- statistical tests
- automatic model selection
- long term
- databases
- news articles
- financial time series
- generative model
- data warehouse
- face recognition