Extreme Volatility Prediction in Stock Market: When GameStop meets Long Short-Term Memory Networks.
Yigit AlparslanEdward KimPublished in: CoRR (2021)
Keyphrases
- stock market
- financial time series
- stock price
- short term
- stock index futures
- stock exchange
- garch model
- trading rules
- listed companies
- recurrent neural networks
- financial markets
- financial data
- technical indicators
- chinese stock market
- stock returns
- stock trading
- stock market data
- stock index
- long short term memory
- long term
- social networks
- portfolio optimization
- financial news
- stock data
- foreign exchange
- neural network
- data mining
- exchange rate
- fuzzy logic