DeepAR-Attention probabilistic prediction for stock price series.
Jiacheng LiWei ChenZhiheng ZhouJunmei YangDelu ZengPublished in: Neural Comput. Appl. (2024)
Keyphrases
- stock price
- financial time series
- stock market
- stock price prediction
- stock exchange
- non stationary
- prediction accuracy
- technical indicators
- option pricing
- dow jones
- financial data
- financial markets
- bayesian networks
- historical data
- news articles
- tft lcd
- exchange rate
- generative model
- information retrieval
- short term
- stock data
- stock returns
- probabilistic model