Forecasting Stock Index Using a Volume-Aware Positional Attention-Based Recurrent Neural Network.
Xinpeng YuDagang LiYing ShenPublished in: Int. J. Softw. Eng. Knowl. Eng. (2021)
Keyphrases
- recurrent neural networks
- stock index
- stock market
- garch model
- financial markets
- stock exchange
- portfolio management
- stock index futures
- empirical analysis
- stock price
- feed forward
- neural network
- artificial neural networks
- complex valued
- short term
- recurrent networks
- reservoir computing
- echo state networks
- forecasting model
- financial time series
- portfolio selection
- long term
- portfolio optimization
- multivariate time series
- neural network structure
- hidden layer
- sar images
- multiresolution
- machine learning
- transaction costs
- financial data
- risk management
- theoretical analysis
- artificial intelligence