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A Volume-Aware Positional Attention-Based Recurrent Neural Network for Stock Index Prediction.
Xinpeng Yu
Dagang Li
Published in:
SEKE (2021)
Keyphrases
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recurrent neural networks
neural network
feed forward
recurrent networks
complex valued
stock market
artificial neural networks
hidden layer
stock index futures
reservoir computing
prediction model
stock index
echo state networks
stock exchange
problems involving
financial time series
stock price
multiscale