Financial News Quantization and Stock Market Forecast Research Based on CNN and LSTM.
Shubin CaiXiaogang FengZiwei DengZhong MingZhiguang ShanPublished in: SmartCom (2018)
Keyphrases
- financial news
- stock market
- short term
- market prices
- stock index
- long term
- recurrent neural networks
- stock price
- financial time series
- stock exchange
- trading rules
- forecasting model
- stock index futures
- stock data
- financial data
- stock market data
- listed companies
- financial markets
- garch model
- early warning
- stock trading
- portfolio optimization
- stock returns
- non stationary
- foreign exchange