ALERTA-Net: A Temporal Distance-Aware Recurrent Networks for Stock Movement and Volatility Prediction.
Shengkun WangYangxiao BaiKaiqun FuLinhan WangChang-Tien LuTaoran JiPublished in: ASONAM (2023)
Keyphrases
- recurrent networks
- stock market
- stock price
- financial time series
- stock trading
- recurrent neural networks
- prediction accuracy
- prediction algorithm
- chinese stock market
- temporal constraints
- neural network
- feed forward
- distance measure
- stock market data
- prediction error
- temporal data
- spatial and temporal
- temporal information
- garch model
- spatio temporal
- temporal dimension
- stock data
- stock exchange
- stock returns
- stock index futures
- financial markets
- biologically inspired
- prediction model
- distance function
- long term
- learning algorithm
- machine learning
- database programming
- exchange rate
- temporal patterns
- euclidean distance
- space time
- non stationary
- decision making