Stock Return Prediction Using Dual-Stage Attention Model with Stock Relation Inference.

Tanawat Chiewhawan Peerapon Vateekul

Published in: ACIIDS (1) (2020)

Keyphrases

objective function
computational model
high level
formal model
probabilistic model
probability distribution
parameter estimation
prediction model
hybrid model
learning algorithm
management system
statistical model
experimental data
dynamic bayesian networks
gibbs sampling