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Asian stock markets closing index forecast based on secondary decomposition, multi-factor analysis and attention-based LSTM model.

Jujie WangQuan CuiXin SunMaolin He
Published in: Eng. Appl. Artif. Intell. (2022)
Keyphrases
  • factor analysis
  • probabilistic model
  • stock market
  • automatic model selection
  • neural network
  • pattern recognition
  • portfolio optimization
  • similarity measure
  • data analysis
  • statistical analysis
  • information criterion