Increasing the Hong Kong stock market predictability : a temporal convolutional network approach
Year of publication: |
2024
|
---|---|
Authors: | Chen, Shun ; Guo, Lingling ; Ge, Lei |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 64.2024, 5, p. 2853-2878
|
Subject: | Artificial Intelligence | Deep learning | Stock prediction | Temporal convolutional network | Trading strategies | Hongkong | Hong Kong | Künstliche Intelligenz | Artificial intelligence | Prognoseverfahren | Forecasting model | Aktienmarkt | Stock market | Börsenkurs | Share price | Unternehmensnetzwerk | Business network |
-
Intelligent stock prediction : a neural network approach
Shahrour, Mohamad Hassan, (2023)
-
Sentiment, emotions and stock market predictability in developed and emerging markets
Steyn, Dimitri H. W., (2020)
-
Enhancing stock price prediction using GANs and transformer-based attention mechanisms
Li, Siyi, (2025)
- More ...
-
A learning-based strategy for portfolio selection
Chen, Shun, (2021)
-
Exploring the attention mechanism in LSTM-based Hong Kong stock price movement prediction
Chen, Shun, (2019)
-
Duan, Kun, (2023)
- More ...