Unidirectional and bidirectional LSTM models for edge weight predictions in dynamic cross-market equity networks
Biplab Bhattacharjee, Rajiv Kumar, Arunachalam Senthilkumar
| Year of publication: |
2022
|
|---|---|
| Authors: | Bhattacharjee, Biplab ; Kumar, Rajiv ; Senthilkumar, Arunachalam |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 84.2022, p. 1-17
|
| Subject: | BiLSTM | Deep learning | Edge weight prediction | Financial markets | Forecasting | LSTM | Prognoseverfahren | Forecasting model | Finanzmarkt | Financial market | Börsenkurs | Share price | Theorie | Theory | Prognose | Forecast | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2022.102384 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013472981