Enhancing intraday stock price manipulation detection by leveraging recurrent neural networks with ensemble learning.
Qili WangWei XuXinting HuangKunlin YangPublished in: Neurocomputing (2019)
Keyphrases
- recurrent neural networks
- ensemble learning
- stock price
- exchange rate
- generalization ability
- ensemble methods
- stock market
- echo state networks
- random forest
- feed forward
- neural network
- historical data
- unlabeled data
- news articles
- feature selection
- feedforward neural networks
- base classifiers
- artificial neural networks
- benchmark datasets
- non stationary
- semi supervised learning
- multi class
- long term
- concept drift
- bayesian networks
- training data
- learning algorithm