Uncertainty Awareness for Predicting Noisy Stock Price Movements.
Yun-Hsuan LienYu-Syuan LinYu-Shuen WangPublished in: ECML/PKDD (6) (2022)
Keyphrases
- stock price
- stock market
- non stationary
- option pricing
- historical data
- stock exchange
- dow jones
- financial markets
- measurement noise
- stock price prediction
- financial time series
- financial data
- exchange rate
- news articles
- technical indicators
- stock data
- databases
- stock returns
- stock market data
- real world
- tft lcd
- nearest neighbor
- feature selection
- information retrieval
- chinese stock market
- neural network